Metadata-Version: 2.1
Name: solvency2sf
Version: 0.0.32
Summary: Solvency 2 Standard Formula
Home-page: https://github.com/pdavidsonFIA/solvency2sf
Author: Peter Davidson
Author-email: peterjd41@gmail.com
Project-URL: Bug Tracker, https://github.com/pdavidsonFIA/solvency2sf/issues
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Development Status :: 2 - Pre-Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Requires-Python: >=3.6
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: pandas (>=1.0.0)

# 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
- 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
