oasislmf.pytools.fm.policy

TODO: should I check values are valid in the financial structure percentage not between 0 and 1 (ex: deductible, limit …) TODO: validate max and min ded implementation TODO: It seems that if a policy with share is used, subsequent policy using min or max deductible will be wrong

so it make no sense to compute deductible, over_limit, under_limit

Functions

min2(a, b)
calcrule_1(policy, loss_out, loss_in)	Deductible and limit
calcrule_2(policy, loss_out, loss_in)	Deductible, attachment, limit and share
calcrule_3(policy, loss_out, loss_in)	Franchise deductible and limit
calcrule_5(policy, loss_out, loss_in)	Deductible and limit as a proportion of loss
calcrule_12(policy, loss_out, loss_in)	Deductible only
calcrule_14(policy, loss_out, loss_in)	Limit only
calcrule_15(policy, loss_out, loss_in)	deductible and limit % loss
calcrule_16(policy, loss_out, loss_in)	deductible % loss
calcrule_17(policy, loss_out, loss_in)	deductible % loss with attachment, limit and share
calcrule_20(policy, loss_out, loss_in)	reverse franchise deductible
calcrule_22(policy, loss_out, loss_in)	reinsurance % ceded, limit and % placed
calcrule_23(policy, loss_out, loss_in)	reinsurance limit and % placed
calcrule_24(policy, loss_out, loss_in)	reinsurance excess terms
calcrule_25(policy, loss_out, loss_in)	reinsurance proportional terms
calcrule_28(policy, loss_out, loss_in)	% loss step payout
calcrule_281(policy, loss_out, loss_in)	conditional coverage
calcrule_32(policy, loss_out, loss_in)	monetary amount trigger and % loss step payout with limit
calcrule_33(policy, loss_out, loss_in)	deductible % loss with limit
calcrule_34(policy, loss_out, loss_in)	deductible with attachment and share
calcrule_37(policy, loss_out, loss_in)	% loss step payout
calcrule_38(policy, loss_out, loss_in)	conditional coverage
calcrule_39(policy, loss_out, loss_in)	Franchise deductible
calc(policy, loss_out, loss_in, stepped)

Module Contents

oasislmf.pytools.fm.policy.min2(a, b)

oasislmf.pytools.fm.policy.calcrule_1(policy, loss_out, loss_in)

Deductible and limit

oasislmf.pytools.fm.policy.calcrule_2(policy, loss_out, loss_in)

Deductible, attachment, limit and share

oasislmf.pytools.fm.policy.calcrule_3(policy, loss_out, loss_in)

Franchise deductible and limit

oasislmf.pytools.fm.policy.calcrule_5(policy, loss_out, loss_in)

Deductible and limit as a proportion of loss

oasislmf.pytools.fm.policy.calcrule_12(policy, loss_out, loss_in)

Deductible only

oasislmf.pytools.fm.policy.calcrule_14(policy, loss_out, loss_in)

Limit only

oasislmf.pytools.fm.policy.calcrule_15(policy, loss_out, loss_in)

deductible and limit % loss

oasislmf.pytools.fm.policy.calcrule_16(policy, loss_out, loss_in)

deductible % loss

oasislmf.pytools.fm.policy.calcrule_17(policy, loss_out, loss_in)

deductible % loss with attachment, limit and share

oasislmf.pytools.fm.policy.calcrule_20(policy, loss_out, loss_in)

reverse franchise deductible

oasislmf.pytools.fm.policy.calcrule_22(policy, loss_out, loss_in)

reinsurance % ceded, limit and % placed

oasislmf.pytools.fm.policy.calcrule_23(policy, loss_out, loss_in)

reinsurance limit and % placed

oasislmf.pytools.fm.policy.calcrule_24(policy, loss_out, loss_in)

reinsurance excess terms

oasislmf.pytools.fm.policy.calcrule_25(policy, loss_out, loss_in)

reinsurance proportional terms

oasislmf.pytools.fm.policy.calcrule_28(policy, loss_out, loss_in)

% loss step payout note that 1 was added to scale_1 in the precompute step

oasislmf.pytools.fm.policy.calcrule_281(policy, loss_out, loss_in)

conditional coverage

oasislmf.pytools.fm.policy.calcrule_32(policy, loss_out, loss_in)

monetary amount trigger and % loss step payout with limit

oasislmf.pytools.fm.policy.calcrule_33(policy, loss_out, loss_in)

deductible % loss with limit

oasislmf.pytools.fm.policy.calcrule_34(policy, loss_out, loss_in)

deductible with attachment and share

TODO: compare to the cpp, as there is shares, deductible won’t be use later on so no need to compute it

oasislmf.pytools.fm.policy.calcrule_37(policy, loss_out, loss_in)

% loss step payout

oasislmf.pytools.fm.policy.calcrule_38(policy, loss_out, loss_in)

conditional coverage

oasislmf.pytools.fm.policy.calcrule_39(policy, loss_out, loss_in)

Franchise deductible

oasislmf.pytools.fm.policy.calc(policy, loss_out, loss_in, stepped)