def __init__(self,
date_of_valuation,
date_of_birth,
date_of_entry,
age_of_term_cost,
multi_table=None,
decrement=None,
i=None,
age_first_instalment=None,
age_last_instalment=None,
age_first_payment=None):
'''
Creates an instance of a Present Value of a Term Cost object. This object will allow us to get an hold
in all the information necessary to compute everything we need to valuate actuarial liabilities.
:param date_of_valuation: date of valuation
:param date_of_birth: date of birth
:param date_of_entry: date of entry
:param age_of_term_cost: date of the first payment of the term cost
:param multi_table: the net table, that is, the multidecrement table used
:param decrement: the decrement that originates the payment
:param i: the technical rate of interest
:param age_first_instalment: how many periods we wait, after entry age, until the first instalment to
start amortizing the term cost
:param age_last_instalment: how many periods we wait, after entry age, until the last instalment to finish
amortizing the term cost
:param age_first_payment: how many periods, after the age of the term cost, until the first payment
of the term cost
'''
self.date_of_valuation = date_of_valuation
self.date_of_birth = date_of_birth
self.date_of_entry = date_of_entry
self.age_of_term_cost = age_of_term_cost
self.multi_table = multi_table
self.decrement = decrement
self.i = i / 100,
self.v = 1 / (1 + i / 100)
self.age_first_instalment = None
self.age_last_instalment = None
self.age_first_payment = None
self.age_date_of_entry = age.Age(date1=date_of_birth,
date2=date_of_entry)
self.age_date_of_valuation = age.Age(date1=self.date_of_birth,
date2=self.date_of_valuation)
self.x = self.age_date_of_valuation.age_act()
self.y_ = self.age_date_of_entry.age_f()[3]
self.y = int(np.ceil(self.y_))
self.past_time_service_years = self.x - self.y
self.future_time_service_years = self.age_of_term_cost - self.x
self.total_time_service_years = self.age_of_term_cost - self.y
self.waiting = None
def __create_dates_ages(self):
'''
Creates all dates and ages from y to the age of the first payment
'''
# careful when counting years because of the actuarial ages
dates_ages_past = [(age.Age(
date1=self.date_of_valuation,
date2=self.date_of_valuation).date_inc_years(-j).date2.year,
self.x - j)
for j in range(self.past_time_service_years + 1)]
dates_ages_future = [
(age.Age(
date1=self.date_of_valuation,
date2=self.date_of_valuation).date_inc_years(j).date2.year,
self.x + j)
for j in range(1, self.future_time_service_years + self.waiting +
1)
]
self.dates_ages = dates_ages_past[::-1] + dates_ages_future
def set_dates_ages_w(self):
'''
Creates all dates and ages from y to the largest w, expectedly the mortality table's w.
'''
# careful when counting years because of the actuarial ages
max_w = [t[1].w for t in self.multi_table.unidecrement_tables.items()]
max_w = max(max_w)
dates_ages_w = [
(age.Age(
date1=self.date_of_valuation,
date2=self.date_of_valuation).date_inc_years(j).date2.year,
self.x + j)
for j in range(-self.past_time_service_years, max_w - self.x + 1)
]
self.__dates_ages_w = dates_ages_w
ekv80 = dt.EVK_80
ekv80_70 = dt.EVK_80_ext_70
pcr1 = tt.pcr_turnover
pcr2 = tt.pcr_turnover_65
mt_GRF95 = mt.MortalityTable(mt=soa_GRF95.table_qx)
mt_TV7377 = mt.MortalityTable(mt=soa_TV7377.table_qx)
dt_ekv80 = mt.MortalityTable(mt=ekv80, last_q=0)
tt_pcr = mt.MortalityTable(mt=pcr1, last_q=0)
tables_unidecrement = {'mortality': mt_TV7377, 'disability': dt_ekv80, 'turnover': tt_pcr}
tables_multidecrement = mdt(dict_tables=tables_unidecrement)
tables_multidecrement.create_udd_multidecrement_table()
dict_dates = {'date_of_birth': '1977-03-12', 'date_of_entry': '1997-05-15'}
date_of_valuation = '2019-12-31'
dates_for_term_cost = age.Age(date1=dict_dates['date_of_birth'], date2=dict_dates['date_of_birth']).date_inc_years(55)
age_term_cost_years = dates_for_term_cost.age_act()
pvfb_d = pvftc.PVTermCost(date_of_valuation=date_of_valuation, date_of_birth=dict_dates['date_of_birth'],
date_of_entry=dict_dates['date_of_entry'], age_of_term_cost=age_term_cost_years,
waiting=0,
multi_table=tables_multidecrement, decrement='disability', i=2)
series_pvftc_d = pvfb_d.series_pvftc_path_proj(atc_initial=25, atc_final=65, x=None)
''' PUC '''
series_puc_d_puc = pvfb_d.series_Projected_Unit_Credit(atc_initial=15, atc_final=65, x=None,
waiting_after_y=0, waiting_before_atc=1)
tt_pcr = mt.MortalityTable(mt=pcr1, last_q=0)
tables_unidecrement = {
'mortality': mt_TV7377,
'disability': dt_ekv80,
'turnover': tt_pcr
}
tables_multidecrement = mdt(dict_tables=tables_unidecrement)
tables_multidecrement.create_udd_multidecrement_table()
dict_dates = {'date_of_birth': '1977-03-12', 'date_of_entry': '1997-05-15'}
date_of_valuation = '2019-12-31'
dates_for_term_cost = age.Age(
date1=dict_dates['date_of_birth'],
date2=dict_dates['date_of_birth']).date_inc_years(55)
age_term_cost_years = dates_for_term_cost.age_act()
pvfb_d = pvtermcost.PVTermCost(date_of_valuation=date_of_valuation,
date_of_birth=dict_dates['date_of_birth'],
date_of_entry=dict_dates['date_of_entry'],
age_of_term_cost=age_term_cost_years,
multi_table=tables_multidecrement,
decrement='disability',
i=2,
age_first_instalment=None,
age_last_instalment=None,
age_first_payment=None)
pvfb_d.set_default_waiting_periods()
def set_age_date_of_entry(self):
self.__age_date_of_entry = age.Age(self.__date_of_birth,
self.__date_of_entry)
def set_age_date_of_valuation(self):
self.__age_date_of_valuation = age.Age(self.__date_of_birth,
self.__date_of_valuation)
__author__ = "PedroCR"
from essential_life import age
import datetime
from dateutil.relativedelta import relativedelta
import pandas as pd
sd = '1956-12-24'
sd2 = '1841-03-02'
sd3 = '2000/04-23'
d1 = datetime.date(2000, 4, 23)
d2 = datetime.date(2002, 7, 18)
a = age.Age(d1, d2)
print(
f"Age for {a} is {a.age_f()[0]} years, {a.age_f()[1]} months and {a.age_f()[2]} days,"
f" that is, {a.age_f()[3]} years")
d1 = datetime.date(1968, 2, 14)
d2 = datetime.datetime.now()
print(relativedelta(d2, d1))
a = age.Age(d1, d2)
print(
f"Age for {a} is {a.age_f()[0]} years, {a.age_f()[1]} months and {a.age_f()[2]} days,"
f" that is, {a.age_f()[3]} years")
d1 = "1968-02-14"
d2 = datetime.date.today()
print(a.age_f())
print('actuarial age:', a.age_act())
print((pd.to_datetime(d2) - pd.to_datetime(d1)))
def default_waiting_periods(date_of_entry, date_of_term_cost):
waiting_first_instalment = 0
waiting_last_instalment = age.Age(date1=date_of_entry,
date2=date_of_term_cost).age_act() - 1
waiting_first_payment = 0
return waiting_first_instalment, waiting_last_instalment, waiting_first_payment
def __init__(self,
date_of_valuation,
date_of_birth,
date_of_entry,
date_of_term_cost,
multi_table=None,
decrement=None,
i=None,
waiting_first_instalment=None,
waiting_last_instalment=None,
waiting_first_payment=None):
'''
Creates an instance of a Projected Unit Credit amortization scheme
:param date_of_valuation: date of valuation
:param date_of_birth: date of birth
:param date_of_entry: date of entry
:param date_of_term_cost: date of the first payment of the term cost
:param multi_table: the net table, that is, the multidecrement table used
:param decrement: the decrement that originates the payment
:param i: the technical rate of interest
:param waiting_first_instalment: how many periods we wait, after entry age, until the first instalment to
start amortizing the term cost
:param waiting_last_instalment: how many periods we wait, after entry age, until the last instalment to finish
amortizing the term cost
:param waiting_first_payment: how many periods, after the age of the term cost, until the first payment
of the term cost
'''
self.i = i / 100
self.v = 1 / (1 + self.i)
self.date_of_valuation = date_of_valuation
self.date_of_birth = date_of_birth
self.date_of_entry = date_of_entry
self.date_of_term_cost = date_of_term_cost
self.multi_table = multi_table
self.decrement = decrement
self.waiting_first_instalment = waiting_first_instalment
self.waiting_last_instalment = waiting_last_instalment
self.waiting_first_payment = waiting_first_payment
self.age_x = age.Age(date1=date_of_birth, date2=date_of_valuation)
self.age_at_entry = age.Age(date1=date_of_birth, date2=date_of_entry)
self.past_time_service = age.Age(date1=date_of_entry,
date2=date_of_valuation)
self.future_time_service = age.Age(date1=date_of_valuation,
date2=date_of_term_cost)
self.total_time_service = age.Age(date1=date_of_entry,
date2=date_of_term_cost)
self.y = self.age_at_entry.age_act()
self.x = self.age_x.age_act()
self.z = age.Age(date1=date_of_birth,
date2=date_of_term_cost).age_act()
self.past_time_service_years = self.past_time_service.age_act()
self.future_time_service_years = self.future_time_service.age_act()
self.total_time_service_years = self.total_time_service.age_act()
# careful when counting years because of the actuarial ages
self.ages_dates = [(self.x + j, self.age_x.date2.year + j)
for j in range(self.z - self.x + 1)]
self.ages_dates_all = [(self.ages_dates[0][0] - j,
self.ages_dates[0][1] - j)
for j in range(1, self.x - self.y)]
self.ages_dates_all.reverse()
self.ages_dates_all = self.ages_dates_all + self.ages_dates
# tt_pcr.force_qw_0()
tables_unidecrement = {
'mortality': mt_TV7377,
'disability': dt_ekv80,
'turnover': tt_pcr
}
tables_multidecrement = mdt(dict_tables=tables_unidecrement)
tables_multidecrement.create_udd_multidecrement_table()
dict_dates = {'date_of_birth': '1977-03-12', 'date_of_entry': '1997-05-15'}
date_of_valuation = '2019-12-31'
dict_ages = dict()
for k_d, v_d in dict_dates.items():
new_age = age.Age(date1=v_d, date2=date_of_valuation)
dict_ages[k_d.replace('date_of', 'age_at')] = new_age.age_act()
age_cost = age.Age(date1=dict_dates['date_of_entry'],
date2=dict_dates['date_of_entry']).date_inc_years(40)
age_cost_2 = age.Age(date1=dict_dates['date_of_birth'],
date2=dict_dates['date_of_birth']).date_inc_years(55)
print(dict_ages)
print('date_at_term_cost:', age_cost.date2, 'or', age_cost_2.date2)
max_date = min(age_cost.date2, age_cost_2.date2)
print('the oldest date is:', max_date)
# PUC
print('\n')
print('Testing for Desability')