def generate_oasis_structures(self):
'''
Create the Oasis structures - FM Programmes, FM Profiles and FM Policy TCs -
that represent the resinsurance structure.
The algorithm to create the stucture has three steps:
Step 1 - Build a tree representation of the insurance program, depening on the reinsurance risk level.
Step 2 - Overlay the reinsurance structure. Each resinsuarnce contact is a seperate layer.
Step 3 - Iterate over the tree and write out the Oasis structure.
'''
fmprogrammes_list = list()
fmprofiles_list = list()
fm_policytcs_list = list()
profile_id = 1
nolossprofile_id = profile_id
fmprofiles_list.append(oed.get_no_loss_profile(nolossprofile_id))
profile_id = profile_id + 1
passthroughprofile_id = profile_id
fmprofiles_list.append(
oed.get_pass_through_profile(passthroughprofile_id))
node_layer_profile_map = {}
self.logger.debug(fmprofiles_list)
#
# Step 1 - Build a tree representation of the insurance program, depening on the reinsurance risk level.
#
program_node = self._get_tree()
if self.logger:
self.logger.debug('program_node tree: "{}"'.format(self.name))
self.logger.debug(anytree.RenderTree(program_node))
# Plot tree to image (graphviz)
# from anytree.dotexport import RenderTreeGraph
# RenderTreeGraph(program_node).to_picture(
# "/tmp/Init_{}.png".format(self.name))
#
# Step 2 - Overlay the reinsurance structure. Each resinsuarnce contact is a seperate layer.
#
layer_id = 1 # Current layer ID
overlay_loop = 0 # Overlays multiple rules in same layer
prev_reins_number = 1
for _, ri_info_row in self.ri_info.iterrows():
overlay_loop += 1
scope_rows = self.ri_scope[
(self.ri_scope.ReinsNumber == ri_info_row.ReinsNumber)
& (self.ri_scope.RiskLevel == self.risk_level)]
# Three rules for layers
# 1. if FAC, don't increment the layer number
# 2. Otherwise, only increment inline with the reins_number
if ri_info_row.ReinsType in ['FAC']:
pass
elif prev_reins_number < ri_info_row.ReinsNumber:
layer_id += 1
prev_reins_number = ri_info_row.ReinsNumber
if self.logger:
pd.set_option('display.width', 1000)
self.logger.debug('ri_scope: "{}"'.format(self.name))
self.logger.debug(scope_rows)
if scope_rows.shape[0] == 0:
continue
add_profiles_args = self.add_profiles_args(
program_node, ri_info_row, scope_rows, overlay_loop, layer_id,
node_layer_profile_map, fmprofiles_list, nolossprofile_id,
passthroughprofile_id)
# Add pass through nodes at all levels so that the risks
# not explicitly covered are unaffected
for node in anytree.iterators.LevelOrderIter(
add_profiles_args.program_node):
add_profiles_args.node_layer_profile_map[(
node.name, add_profiles_args.layer_id,
add_profiles_args.overlay_loop
)] = add_profiles_args.nolossprofile_id
add_profiles_args.node_layer_profile_map[(
add_profiles_args.program_node.name,
add_profiles_args.layer_id, add_profiles_args.overlay_loop
)] = add_profiles_args.passthroughprofile_id
if ri_info_row.ReinsType == oed.REINS_TYPE_FAC:
self._add_fac_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_PER_RISK:
self._add_per_risk_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_QUOTA_SHARE:
self._add_quota_share_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_SURPLUS_SHARE:
self._add_surplus_share_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_CAT_XL:
self._add_cat_xl_profiles(add_profiles_args)
else:
raise Exception("ReinsType not supported yet: {}".format(
ri_info_row.ReinsType))
#
# Step 3 - Iterate over the tree and write out the Oasis structure.
#
for node in anytree.iterators.LevelOrderIter(program_node):
if node.parent is not None:
fmprogrammes_list.append(
oed.FmProgramme(from_agg_id=node.agg_id,
level_id=node.level_id,
to_agg_id=node.parent.agg_id))
# Note: Pending confirmation from Joh that ReinsLayerNumber is being used correctly
for layer in range(1, layer_id + 1):
for node in anytree.iterators.LevelOrderIter(program_node):
if node.level_id > 1:
profiles_ids = []
# The `overlay_rule` replaces using each resinsuarnce contact in a seperate layer
# Collect overlaping unique combinations of (layer_id, level_id, agg_id) and combine into
# a single layer
for overlay_rule in range(1, overlay_loop + 1):
try:
profiles_ids.append(
node_layer_profile_map[(node.name, layer,
overlay_rule)])
except:
profiles_ids.append(1)
pass
fm_policytcs_list.append(
oed.FmPolicyTc(layer_id=layer,
level_id=node.level_id - 1,
agg_id=node.agg_id,
profile_id=max(profiles_ids)))
self.fmprogrammes = pd.DataFrame(fmprogrammes_list)
self.fmprofiles = pd.DataFrame(fmprofiles_list)
self.fm_policytcs = pd.DataFrame(fm_policytcs_list)
self.fm_xrefs['layer_id'] = pd.Series(layer_id,
range(len(self.fm_xrefs.index)))
# Log Reinsurance structures
if self.logger:
self.logger.debug('policytc_map: "{}"'.format(self.name))
policytc_map = dict()
for k in add_profiles_args.node_layer_profile_map.keys():
profile_id = add_profiles_args.node_layer_profile_map[k]
policytc_map["(Name=%s, layer_id=%s, overlay_loop=%s)" %
k] = profile_id
self.logger.debug(json.dumps(policytc_map, indent=4))
self.logger.debug('fm_policytcs: "{}"'.format(self.name))
self.logger.debug(self.fm_policytcs)
self.logger.debug('fm_profile: "{}"'.format(self.name))
self.logger.debug(self.fmprofiles)
def generate_oasis_structures(self):
coverage_id = 0
item_id = 0
group_id = 0
policy_agg_id = 0
profile_id = 0
coverages_list = list()
items_list = list()
fmprogrammes_list = list()
fmprofiles_list = list()
fm_policytcs_list = list()
fm_xrefs_list = list()
xref_descriptions_list = list()
site_agg_id = 0
for policy_index, policy in self.accounts.iterrows():
policy_agg_id = policy_agg_id + 1
profile_id = profile_id + 1
fmprofiles_list.append(
oed.get_profile(profile_id,
deductible=policy.AccDed6All,
limit=policy.AccLimit6All))
fm_policytcs_list.append(
oed.FmPolicyTc(layer_id=1,
level_id=2,
agg_id=policy_agg_id,
profile_id=profile_id))
for location_index, location in self.locations.loc[
self.locations["AccNumber"] ==
policy.AccNumber].iterrows():
group_id = group_id + 1
site_agg_id = site_agg_id + 1
profile_id = profile_id + 1
fmprofiles_list.append(
oed.get_profile(profile_id=profile_id,
deductible=location.LocDed6All,
limit=location.LocLimit6All))
fm_policytcs_list.append(
oed.FmPolicyTc(layer_id=1,
level_id=1,
agg_id=site_agg_id,
profile_id=profile_id))
fmprogrammes_list.append(
oed.FmProgramme(from_agg_id=site_agg_id,
level_id=2,
to_agg_id=policy_agg_id))
for coverage_type_id in oed.COVERAGE_TYPES:
tiv = self._get_location_tiv(location, coverage_type_id)
if tiv > 0:
coverage_id = coverage_id + 1
self.item_id_dict[coverage_id] = location
coverages_list.append(
oed.Coverage(
coverage_id=coverage_id,
tiv=tiv,
))
for peril in oed.PERILS:
item_id = item_id + 1
self.item_ids.append(item_id)
self.item_tivs.append(tiv)
items_list.append(
oed.Item(item_id=item_id,
coverage_id=coverage_id,
areaperil_id=-1,
vulnerability_id=-1,
group_id=group_id))
fmprogrammes_list.append(
oed.FmProgramme(from_agg_id=item_id,
level_id=1,
to_agg_id=site_agg_id))
fm_xrefs_list.append(
oed.FmXref(output_id=item_id,
agg_id=item_id,
layer_id=1))
xref_descriptions_list.append(
oed.XrefDescription(
xref_id=item_id,
account_number=location.AccNumber,
location_number=location.LocNumber,
coverage_type_id=coverage_type_id,
peril_id=peril,
policy_number=policy.PolNumber,
#portfolio_number=policy.PortNumber,
tiv=tiv))
self.coverages = pd.DataFrame(coverages_list)
self.items = pd.DataFrame(items_list)
self.fmprogrammes = pd.DataFrame(fmprogrammes_list)
self.fmprofiles = pd.DataFrame(fmprofiles_list)
self.fm_policytcs = pd.DataFrame(fm_policytcs_list)
self.fm_xrefs = pd.DataFrame(fm_xrefs_list)
self.xref_descriptions = pd.DataFrame(xref_descriptions_list)
def generate_oasis_structures(self):
'''
Create the Oasis structures - FM Programmes, FM Profiles and FM Policy TCs -
that represent the reinsurance structure.
The algorithm to create the stucture has three steps:
Step 1 - Build a tree representation of the insurance program, depending on the reinsurance risk level.
Step 2 - Overlay the reinsurance structure. Each reinsurance contact is a seperate layer.
Step 3 - Iterate over the tree and write out the Oasis structure.
'''
fmprogrammes_list = list()
fmprofiles_list = list()
fm_policytcs_list = list()
profile_id = 1
nolossprofile_id = profile_id
fmprofiles_list.append(oed.get_no_loss_profile(nolossprofile_id))
profile_id = profile_id + 1
passthroughprofile_id = profile_id
fmprofiles_list.append(
oed.get_pass_through_profile(passthroughprofile_id))
node_layer_profile_map = {}
self.logger.debug(fmprofiles_list)
#
# Step 1 - Build a tree representation of the insurance program, depening on the reinsurance risk level.
#
program_node = self._get_tree()
self._log_tree(program_node)
#
# Step 2 - Overlay the reinsurance structure. Each reinsurance contact is a seperate layer.
#
layer_id = 1 # Current layer ID
overlay_loop = 0 # Overlays multiple rules in same layer
prev_reins_number = 1
for _, ri_info_row in self.ri_info.iterrows():
overlay_loop += 1
scope_rows = self.ri_scope[
(self.ri_scope.ReinsNumber == ri_info_row.ReinsNumber)
& (self.ri_scope.RiskLevel == self.risk_level)]
# If FAC, don't increment the layer number
# Else, only increment inline with the reins_number
if ri_info_row.ReinsType in ['FAC']:
pass
elif prev_reins_number < ri_info_row.ReinsNumber:
layer_id += 1
prev_reins_number = ri_info_row.ReinsNumber
if self.logger:
pd.set_option('display.width', 1000)
self.logger.debug('ri_scope: "{}"'.format(self.name))
self.logger.debug(scope_rows)
if scope_rows.shape[0] == 0:
continue
add_profiles_args = self.add_profiles_args(
program_node, ri_info_row, scope_rows, overlay_loop, layer_id,
node_layer_profile_map, fmprofiles_list, nolossprofile_id,
passthroughprofile_id)
# Add pass through nodes at all levels so that the risks not explicitly covered are unaffected
for node in anytree.iterators.LevelOrderIter(
add_profiles_args.program_node):
if self.risk_level == oed.REINS_RISK_LEVEL_LOCATION:
add_profiles_args.node_layer_profile_map[(
node.name, add_profiles_args.layer_id,
add_profiles_args.overlay_loop
)] = add_profiles_args.nolossprofile_id
else:
if node.level_id == self._get_risk_level_id():
add_profiles_args.node_layer_profile_map[(
node.name, add_profiles_args.layer_id,
add_profiles_args.overlay_loop
)] = add_profiles_args.nolossprofile_id
elif node.level_id == self._get_filter_level_id():
add_profiles_args.node_layer_profile_map[(
node.name, add_profiles_args.layer_id,
add_profiles_args.overlay_loop
)] = add_profiles_args.nolossprofile_id
else:
add_profiles_args.node_layer_profile_map[(
node.name, add_profiles_args.layer_id,
add_profiles_args.overlay_loop
)] = add_profiles_args.passthroughprofile_id
add_profiles_args.node_layer_profile_map[(
add_profiles_args.program_node.name,
add_profiles_args.layer_id, add_profiles_args.overlay_loop
)] = add_profiles_args.passthroughprofile_id
if ri_info_row.ReinsType == oed.REINS_TYPE_FAC:
self._add_fac_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_PER_RISK:
self._add_per_risk_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_QUOTA_SHARE:
self._add_quota_share_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_SURPLUS_SHARE:
self._add_surplus_share_profiles(add_profiles_args)
elif ri_info_row.ReinsType == oed.REINS_TYPE_CAT_XL:
self._add_cat_xl_profiles(add_profiles_args)
else:
raise Exception("ReinsType not supported yet: {}".format(
ri_info_row.ReinsType))
#
# Step 3 - Iterate over the tree and write out the Oasis structure.
#
for node in anytree.iterators.LevelOrderIter(program_node):
if node.parent is not None:
fmprogrammes_list.append(
oed.FmProgramme(from_agg_id=node.agg_id,
level_id=node.level_id,
to_agg_id=node.parent.agg_id))
for layer in range(1, layer_id + 1):
for node in anytree.iterators.LevelOrderIter(program_node):
if node.level_id > 1:
profiles_ids = []
# Collect over-lapping unique combinations of (layer_id, level_id, agg_id)
# and combine into a single layer
for overlay_rule in range(1, overlay_loop + 1):
try:
profiles_ids.append(
node_layer_profile_map[(node.name, layer,
overlay_rule)])
except:
profiles_ids.append(1)
pass
fm_policytcs_list.append(
oed.FmPolicyTc(layer_id=layer,
level_id=node.level_id - 1,
agg_id=node.agg_id,
profile_id=max(profiles_ids)))
self.fmprogrammes = pd.DataFrame(fmprogrammes_list)
self.fmprofiles = pd.DataFrame(fmprofiles_list)
self.fm_policytcs = pd.DataFrame(fm_policytcs_list)
self.fm_xrefs['layer_id'] = pd.Series(layer_id,
range(len(self.fm_xrefs.index)))
self._log_reinsurance_structure(add_profiles_args)