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Merged
tkukuljan merged 20 commits into from
Mar 24, 2023
Merged

Reinsurance demo #246

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d9ca258
starting with some data
dcolleoni Mar 8, 2023
5ff3188
refine gross data
dcolleoni Mar 8, 2023
72f58f9
remove old files
dcolleoni Mar 8, 2023
244ba19
more data in
dcolleoni Mar 10, 2023
b15b838
some more
dcolleoni Mar 10, 2023
ff16026
some more file review
dcolleoni Mar 13, 2023
5bcba58
Precision and Report Scopes
dcolleoni Mar 13, 2023
b808ca8
improving reports nb
dcolleoni Mar 15, 2023
a958f99
refinement
dcolleoni Mar 16, 2023
7660b78
Merge branch 'develop' into reinsuranceDemo
dcolleoni Mar 16, 2023
c502a65
Reverting the changes and renaming the nominals
tkukuljan Mar 20, 2023
494f31b
Merge branch 'develop' into reinsuranceDemo
tkukuljan Mar 20, 2023
4a78f57
Merge branch 'develop' into reinsuranceDemo
tkukuljan Mar 20, 2023
c12e122
Reseting the change
tkukuljan Mar 20, 2023
a55b4ff
separating the practical case tests
tkukuljan Mar 23, 2023
5a5e923
Reverting the merge mistakes and updating the ScenarioParametersImpor…
tkukuljan Mar 23, 2023
3bd74f2
Reseting the disposable workspace back to the DataSource.
tkukuljan Mar 23, 2023
da56cab
small doc update
dcolleoni Mar 23, 2023
9a0e8ee
Merge branch 'develop' into reinsuranceDemo
tkukuljan Mar 24, 2023
1fc472f
Typo and update of Ifrs17 creation
tkukuljan Mar 24, 2023
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11 changes: 11 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_BE.csv
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@@ -0,0 +1,11 @@
@@Main,,,,,
ReportingNode,Year,Month,,,
CH,2020,12,,,
@@Actual,,,,,
DataNode,AocType,AmountType,EstimateType,AccidentYear,Value
RP1.1,CF,PR,A,,1000
RP1.1,CF,NIC,A,,-600
RP1.1,CF,AEM,A,,-300
RPR1.1,CF,PR,A,,-300
RPR1.1,CF,NIC,A,,180
RPR1.1,CF,AC,A,,105
11 changes: 11 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_ELR60A70.csv
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@@Main,,,,,
ReportingNode,Year,Month,Scenario,,
CH,2020,12,ELR60A70,,
@@Actual,,,,,
DataNode,AocType,AmountType,EstimateType,AccidentYear,Value
RP1.1,CF,PR,A,,1000
RP1.1,CF,NIC,A,,-700
RP1.1,CF,AEM,A,,-300
RPR1.1,CF,PR,A,,-300
RPR1.1,CF,NIC,A,,210
RPR1.1,CF,AC,A,,105
11 changes: 11 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_ELR60A80.csv
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@@Main,,,,,
ReportingNode,Year,Month,Scenario,,
CH,2020,12,ELR60A80,,
@@Actual,,,,,
DataNode,AocType,AmountType,EstimateType,AccidentYear,Value
RP1.1,CF,PR,A,,1000
RP1.1,CF,NIC,A,,-800
RP1.1,CF,AEM,A,,-300
RPR1.1,CF,PR,A,,-300
RPR1.1,CF,NIC,A,,240
RPR1.1,CF,AC,A,,105
11 changes: 11 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_LR70.csv
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@@Main,,,,,
ReportingNode,Year,Month,Scenario,,
CH,2020,12,LR70,,
@@Actual,,,,,
DataNode,AocType,AmountType,EstimateType,AccidentYear,Value
RP1.1,CF,PR,A,,1000
RP1.1,CF,NIC,A,,-700
RP1.1,CF,AEM,A,,-300
RPR1.1,CF,PR,A,,-300
RPR1.1,CF,NIC,A,,210
RPR1.1,CF,AC,A,,105
11 changes: 11 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_LR80.csv
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@@Main,,,,,
ReportingNode,Year,Month,Scenario,,
CH,2020,12,LR80,,
@@Actual,,,,,
DataNode,AocType,AmountType,EstimateType,AccidentYear,Value
RP1.1,CF,PR,A,,1000
RP1.1,CF,NIC,A,,-800
RP1.1,CF,AEM,A,,-300
RPR1.1,CF,PR,A,,-300
RPR1.1,CF,NIC,A,,240
RPR1.1,CF,AC,A,,105
283 changes: 283 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/DataImport.ipynb
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{
"metadata": {
"authors": [],
"id": "YGWMnwRniU64QZaE2oBrFw",
"kernelspec": {
"display_name": "Formula Framework",
"language": "C#",
"name": "C#"
},
"language_info": {
"file_extension": ".cs",
"mimetype": "text/plain",
"name": "C#"
}
},
"nbformat": 4,
"nbformat_minor": 5,
"cells": [
{
"cell_type": "markdown",
"source": [
"<p style=\"font-weight:bold;\"> <span style=\"font-size: 36px\">Contractual Service Margin and Loss Component Switch Data Import</span> </p>"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"This is the Data Import notebook for the Contractual Service Margin and Loss Component Switch case.",
"\n"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Set up and data import"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Reference Data and Parameters"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#!import \"../../Initialization/InitSystemorphRefDataToMemory\""
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Scenarios"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"Scenarios.csv\").WithType<Scenario>().WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Data Nodes"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"DataNodes_CH.csv\").WithFormat(ImportFormats.DataNode).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"DataNodeStates_CH_2020_12.csv\").WithFormat(ImportFormats.DataNodeState).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"DataNodeParameters_CH_2020_12.csv\").WithFormat(ImportFormats.DataNodeParameter).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Best Estimate - Loss Ratio 60%"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"### importing first GIC: 2020 12 for fully retrospective calculation and 2021 3 for the current calculation"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"Actual_CH_2020_12_BE.csv\").WithFormat(ImportFormats.Actual).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"NominalCashflows_CH_2020_12_BE.csv\").WithFormat(ImportFormats.Cashflow).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Import Scenarios"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Loss Ratio 70%"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"Actual_CH_2020_12_LR70.csv\").WithFormat(ImportFormats.Actual).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"NominalCashflows_CH_2020_12_LR70.csv\").WithFormat(ImportFormats.Cashflow).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Loss Ratio 80%"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"Actual_CH_2020_12_LR80.csv\").WithFormat(ImportFormats.Actual).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"NominalCashflows_CH_2020_12_LR80.csv\").WithFormat(ImportFormats.Cashflow).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Expected Loss Ratio 60% (BE) Actual 70%"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"Actual_CH_2020_12_ELR60A70.csv\").WithFormat(ImportFormats.Actual).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Expected Loss Ratio 60% (BE) Actual 80%"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"Actual_CH_2020_12_ELR60A80.csv\").WithFormat(ImportFormats.Actual).WithTarget(DataSource).WithActivityLog().ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Initialize Workspace"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"Workspace.Reset(x => x.ResetInitializationRules().ResetCurrentPartitions());",
"\nWorkspace.InitializeFrom(DataSource);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
""
],
"metadata": {},
"execution_count": 0,
"outputs": []
}
]
}
11 changes: 11 additions & 0 deletions ...-template/PracticalUseCases/CompareReinsuranceContracts/DataNodeParameters_CH_2020_12.csv
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@@Main,,
ReportingNode,Year,Month,Scenario
CH,2020,12
,,
@@SingleDataNodeParameter,,
DataNode,PremiumAllocation,
RP1.1,0.0
,,
@@InterDataNodeParameter,,
DataNode,LinkedDataNode,ReinsuranceCoverage
RP1.1,RPR1.1,0.3
8 changes: 8 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/DataNodeStates_CH_2020_12.csv
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@@ -0,0 +1,8 @@
@@Main
ReportingNode,Year,Month,Scenario
CH,2020,12,

@@DataNodeState,,
DataNode,State,
RP1.1,Active,
RPR1.1,Active,
15 changes: 15 additions & 0 deletions ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/DataNodes_CH.csv
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@@ -0,0 +1,15 @@
@@Main
ReportingNode
CH
@@InsurancePortfolio
SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType,
RP1,Insurance Portfolio,USD,ANN,BBA,Default,
@@GroupOfInsuranceContract
SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,
RP1.1,Gross Business Reinsured,RP1,2020,LRC,O,
@@ReinsurancePortfolio
SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType,
RPR1,Reinsurance Portfolio,USD,ANN,BBA,Default,
@@GroupOfReinsuranceContract
SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner
RPR1.1,Reinsurance Contract,RPR1,2020,LRC,P,PT1
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