Systemorph IFRS 17 Calculation Engine
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Updated
Apr 1, 2024 - Jupyter Notebook
Systemorph IFRS 17 Calculation Engine
IFRS 17 / SAM actuarial valuation engine for South African life insurance — live cash flow projection, CSM roll-forward, and assumption sensitivity analysis.
End-to-end Ind AS 117 (IFRS 17) actuarial model for Indian life insurance. Implements GMM: BEL, Risk Adjustment via Monte Carlo, and CSM roll-forward across 1,000 simulated policies. Real data: IALM 2012-14, RBI G-Sec yields, IRDAI AR 2024-25. Python 3.
IFRS 17 insurance profitability model using Python (CSM, cashflows, and revenue recognition)
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