def test_Ax():
i = 2
g = 0
method = 'udd'
cf_grf95 = commutation_table.CommutationFunctions(i=i,
g=g,
mt=soa_GRF95.table_qx)
cf_tv7377 = commutation_table.CommutationFunctions(i=i,
g=g,
mt=soa_TV7377.table_qx)
ages = range(0, max(mt_TV7377.w, mt_GRF95.w) + 10)
a_grf = [
mortality_insurance.Ax(mt=mt_GRF95, x=x, i=i, g=g, method=method)
for x in ages
]
a_tv = [
mortality_insurance.Ax(mt=mt_TV7377, x=x, i=i, g=g, method=method)
for x in ages
]
a_grf_2 = [cf_grf95.Ax(x=x) for x in ages]
a_tv_2 = [cf_tv7377.Ax(x=x) for x in ages]
assert a_grf == pytest.approx(a_grf_2, rel=1e-16)
assert a_tv == pytest.approx(a_tv_2, rel=1e-16)
def test_IAx_4():
capital = 1000
i = 2
x = 45
inc = capital * 2 / 100.
method = 'udd'
cf_grf95 = commutation_table.CommutationFunctions(i=i,
g=0,
mt=soa_GRF95.table_qx)
cf_tv7377 = commutation_table.CommutationFunctions(i=i,
g=0,
mt=soa_TV7377.table_qx)
a_grf_cost_inc = (mortality_insurance.IAx(mt=mt_GRF95, x=x, i=i, inc=1, method=method) - \
mortality_insurance.Ax(mt=mt_GRF95, x=x, i=i, g=0, method=method)) * inc
a_grf_cost_capital = mortality_insurance.Ax(
mt=mt_GRF95, x=x, i=i, g=0, method=method) * capital
a_grf = a_grf_cost_capital + a_grf_cost_inc
a_tv_cost_inc = (mortality_insurance.IAx(mt=mt_TV7377, x=x, i=i, inc=1, method=method) - \
mortality_insurance.Ax(mt=mt_TV7377, x=x, i=i, g=0, method=method)) * inc
a_tv_cost_capital = mortality_insurance.Ax(
mt=mt_TV7377, x=x, i=i, g=0, method=method) * capital
a_tv = a_tv_cost_capital + a_tv_cost_inc
a_grf_2_cost_capital = capital * cf_grf95.Ax(x=x)
a_grf_2_cost_inc = (cf_grf95.IAx(x=x) - cf_grf95.Ax(x=x)) * inc
a_grf_2 = a_grf_2_cost_capital + a_grf_2_cost_inc
cf_tv_2 = capital * cf_tv7377.Ax(x=x) + (cf_tv7377.IAx(x=x) -
cf_tv7377.Ax(x=x)) * inc
assert a_grf == pytest.approx(a_grf_2, rel=1e-16)
assert a_tv == pytest.approx(cf_tv_2, rel=1e-16)
def test_Ax():
i = 2
g = 1.2
x = 45
method = 'udd'
cf_grf95 = commutation_table.CommutationFunctions(i=i, g=g, mt=soa_GRF95.table_qx)
cf_tv7377 = commutation_table.CommutationFunctions(i=i, g=g, mt=soa_TV7377.table_qx)
a_grf = mortality_insurance.Ax(mt=mt_GRF95, x=x, i=i, g=g, method=method)
a_tv = mortality_insurance.Ax(mt=mt_TV7377, x=x, i=i, g=g, method=method)
a_grf_2 = cf_grf95.Ax(x=x)
cf_tv_2 = cf_tv7377.Ax(x=x)
assert a_grf == pytest.approx(a_grf_2, rel=1e-16)
assert a_tv == pytest.approx(cf_tv_2, rel=1e-16)