Recreating the prefix sum example from: https://github.com/actuarialopensource/jaxtuary/blob/main/learn/jax_notes_1.ipynb

actuarial_prefix_sum.jl

### A Pluto.jl notebook ###
# v0.19.11

using Markdown
using InteractiveUtils

# ╔═╡ 7121f532-2243-11ed-1a91-55b6e85bb022
using MortalityTables

# ╔═╡ 4dc4b2ec-c12e-4dfe-83b2-f8fda9a63838
tbls = [MortalityTables.table(i) for i in 3299:3308];

# ╔═╡ 77c4c765-97c8-4e0f-8c5c-bea07efdc61b
issue_ages = 18:51

# ╔═╡ f115099a-0d45-460e-808e-5372baba356a
durations = 1:25

# ╔═╡ d5dbceb5-5b85-4687-990b-0d217bf2b80d
qs = [
	tbl.select[issue_age][issue_age+duration-1]
	for   duration in durations, issue_age in issue_ages,  tbl in tbls
]

# ╔═╡ 7de71c17-398f-41b7-85a3-5ffa51b19146
npx = mapslices(q->[1.;accumulate(*,1 .- q[begin:end-1],dims=1)],qs,dims=1)

# ╔═╡ 1093dbf7-cba5-4b6c-90c6-4632512308a9
v = 1/1.02

# ╔═╡ 93d81774-5bf5-4204-9333-de0ec7e28b05
v_eoy = repeat(v .^ durations,1,length(issue_ages),length(tbls))

# ╔═╡ a08becff-d0b1-45f5-b652-1512e46ab154


# ╔═╡ e449267a-667b-430c-89d3-ac0708a7b638
v_boy = v_eoy / v

# ╔═╡ 47ac0b6c-df0f-4f21-b9fa-dc5c2c7dc42f
face = one.(qs) * 1_000_000

# ╔═╡ b0153366-83b0-4e1e-9065-7afe30a7d83c
repeat(v_eoy,1,1,10)

# ╔═╡ 3cefbe5f-bb66-45c0-aff5-2f1646c35665
claims = npx .* qs .* face

# ╔═╡ ed2e3bc0-8ff3-48ff-a9bc-f5e114218b9f
prem_annual = sum(claims .* v_eoy;dims=1) ./ sum(npx .* v_boy,dims=1)

# ╔═╡ bdf9dff2-c782-42e7-a9ea-c96bfbf7f587
prem = prem_annual .* npx

# ╔═╡ 87f22619-d751-4008-a190-5e0433c1df2a
cfs_net = claims .* v_eoy.- prem .* v_boy

# ╔═╡ 21003908-9034-434d-ad0b-f9324af67de2
# reverse in an inner step b/c accumulate doesn't have a resverse option
reserves = vec(reverse(reduce(+,accumulate(+,reverse(cfs_net,dims=1);dims=1);dims=[2,3])))

# ╔═╡ 00000000-0000-0000-0000-000000000001
PLUTO_PROJECT_TOML_CONTENTS = """
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"""

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"""

# ╔═╡ Cell order:
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