c

com.datasolvr.services.alm

ProspectiveThieleSystem

class ProspectiveThieleSystem[TModelPoint, TModelState] extends AnyRef

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Instance Constructors

  1. new ProspectiveThieleSystem(probabilityModel: ProbabilityModel[TModelPoint, TModelState], ALMOptions: ALMOptions)

Type Members

  1. case class ProductKey(probabilityCacheKey: Option[Product], initialAge: Months, inState: TModelState, atTime: Time, interest: Either[(Time) ⇒ Double, Double], benefit: StateWisePayment[TModelState], useInitialIntensityAndInterest: Boolean) extends Product with Serializable
  2. case class TimeFuncKey(atTime: Time, interest: Either[(Time) ⇒ Double, Double], timeFunc: TimeFunc, upperBound: IntervalBound, useInitialIntensityAndInterest: Boolean) extends Product with Serializable

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  4. val TimeFuncCache: TrieMap[TimeFuncKey, Double]
  5. final def asInstanceOf[T0]: T0
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  6. def clearOldCache(t: Time): Unit
  7. def clone(): AnyRef
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  15. final def notifyAll(): Unit
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  16. val productCache: TrieMap[ProductKey, Double]
  17. def prospectiveStateWisePayments(mp: TModelPoint, initialAge: Months, inState: TModelState, atTime: Time, interest: Either[(Time) ⇒ Double, Double], productPayments: ProductPayments[TModelState], useInitialIntensityAndInterest: Boolean = false): Double
  18. def prospectiveStateWisePayments(mp: TModelPoint, initialAge: Months, inState: TModelState, atTime: Time, discountingOrInterestRate: Either[(Time) ⇒ Double, Double], useInitialIntensityAndInterest: Boolean, benefits: StateWisePayment[TModelState]*): Double
  19. def prospectiveTimeFunc(atTime: Time, interest: Either[(Time) ⇒ Double, Double], timeFunc: TimeFunc, upperBound: IntervalBound, useInitialIntensityAndInterest: Boolean = false): Double
  20. def residualStayingTime(mp: TModelPoint, initialAge: Months, inState: TModelState, atTime: Time, interest: Either[(Time) ⇒ Double, Double], stopTime: Option[Months] = None): Double
  21. def residualStayingTime(mp: TModelPoint, initialAge: Months, inState: TModelState, atTime: Time, interest: Either[(Time) ⇒ Double, Double], bounds: List[IntervalBound]): Double
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