lifeflow 0.0.3

Vectorized life actuarial cash-flow and BEL engine

lifeflow

Object-oriented Python library for life actuarial cash-flow calculations.

Built on numpy — all calculations are vectorized as N × T grids, where N is the number of policies and T is the time horizon.

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What it does

lifeflow lets the actuary define their own cash flows using Python lambdas. The library then automates:

• tINFx derivation — policy in-force grid from any combination of decrement hypotheses, with exact multiple-decrement formulas under UDD
• Actuarial hypotheses — mortality, lapse, disability or any rate vector, indexed by age, duration or any policy variable
• Portfolio extension — all calculations broadcast automatically across the full portfolio

The result of every object is a plain numpy array of shape N × T, inspectable at any step.

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Installation

pip install lifeflow

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Usage

import lifeflow as lf

portfolio = lf.Portfolio(df, id_col="POLICY_ID")
tl        = lf.Timeline("contract_end_months")

qx = lf.Hypothesis(values=qx_monthly, timeline=tl, index_var="age_months")
wx = lf.Hypothesis(values=wx_monthly, timeline=tl, index_var="age_months")

inforce    = lf.Inforce([qx, wx])
exit_death = inforce.exit_by(qx, portfolio)   # N × T

benefit = lf.Flow(lambda DEATH_PAY_SINGLE: DEATH_PAY_SINGLE, tl)

bel = (exit_death * benefit.grid(portfolio) * discount).sum(axis=1)

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License

MIT