solvency2sf
Solvency 2 Standard Formula
Pandas/numpy implementation of the standard formula for non-life.
The calculation logic generally mimics the calculations within the standard formula guidance provided by Lloyd's. https://www.lloyds.com/resources-and-services/capital-and-reserving/capital-guidance/standard-formula-scr
The template populated with sample data is saved under /tests
Provides:
- scr:
- non-life
- premium and reserve
- lapse
- catastrophy
- natcat euro
- man-made
- default
- bscr
- op
- scr
- non-life
- mcr
Structure:
- Each scr sub-module is within its own package.
- Any required parameters are typically stored in CSV files in the same package
- Functions often return tuples. The first item will be a numerical result, the subsequent items data frames containing additional breakdown to debug and support QRT completion.
Known limitations:
- only gross scr calculated in natcat: approach for reinsurance may be very company specific.
- not all nat-cat modules included (yet)
- default quite simple
1 maintainer
Metadata
1 maintainer
Release files for solvency2sf 0.0.35
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| solvency2sf-0.0.35-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 208.7 kB
Release files / solvency2sf-0.0.35.tar.gz
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