ibnr.py

# pylint: disable=C0111
import csv
import datetime
import math

from config import *

home_dir = "C:\\Python\\IBNR\\"

#Define CSV inputs from Claim Download and DLR
UNIQUE_ID = 0
ACC_IND = 7
LOSS_AGE = 16
DOD = 17
CLAIM_BP = 18
CLAIM_DUR = 19
EP_ACC = 20
EP_ILL = 21
BENEFIT_AMT = 23
COLA_PCT = 37
TERM_DT = 38
STAT = 45
GAAP = 46
SKIP = 47

def conv_bp(claim_bp, dur_type, dis_dt):
    if dur_type == 'D':
        return dis_dt + datetime.timedelta(days = int(claim_bp)*30)
    else:
        return obs_end_dt

def addmonth(dt):
    try:
        if dt.month == 12:
            return datetime.date(dt.year + 1, 1, dt.day)
        else:
            return datetime.date(dt.year, dt.month + 1, dt.day)
    except ValueError:
        return datetime.date(dt.year, dt.month + 2, 1) + datetime.timedelta(days=-1)

def begin_pay(acc_type, ep_ill, ep_acc, dis_dt):
    if acc_type == 'S':
        return dis_dt + datetime.timedelta(days = ep_ill)
    else:
        return dis_dt + datetime.timedelta(days = ep_acc)

def max_date(obs_dt, term_dt, row, dis_dt):
    return min(obs_dt, term_dt, conv_bp(row[CLAIM_BP],row[CLAIM_DUR],dis_dt))

def cola_pmt(cola_rate, duration, benefit):
    if cola_rate == 0:
        return 0
    else:
        base_rate = 1 + (float(cola_rate)/100)
        compound_rate = base_rate**math.floor(duration)
        cola_factor = compound_rate - 1
        return cola_factor*float(benefit)

def payment_fraction(curr_ptd, max_ptd):
    if addmonth(curr_ptd) > max_ptd:
        return (max_ptd - curr_ptd).days/30
    else:
        return 1

def present_value(payment, paid_dt, obs_dt):
    return payment*((1/(1+valrate))**((paid_dt-obs_dt).days/365))

def main(input_path, output_path):

    with open(input_path) as fin:
        first = True
        with open(output_path, 'w') as fout:
            out = csv.writer(fout)

            for row in csv.reader(fin):
                if first:
                    first = False
                    out.writerow(["UniqueID", "AggPay", "Stat", "GAAP"])
                    continue

                ##Convert dates and set counters for each row
                Date_of_disability = datetime.datetime.strptime(row[DOD], '%m/%d/%Y').date()
                Paid_to_date = begin_pay(row[ACC_IND],int(row[EP_ILL]),int(row[EP_ACC]),Date_of_disability)
                Begin_date = Paid_to_date
                try:
                    Claim_term_date = datetime.datetime.strptime(row[TERM_DT], '%m/%d/%Y').date()
                except ValueError:
                    Claim_term_date = datetime.date.max
                Max_pay_date = max_date(obs_end_dt, Claim_term_date, row, Date_of_disability)
                Duration = 0
                Agg_payment = 0

                if Date_of_disability < obs_start_dt or Date_of_disability > obs_end_dt:
                    continue

                while Paid_to_date < Max_pay_date:
                    Gross_pmt = payment_fraction(Paid_to_date,Max_pay_date)*(float(row[BENEFIT_AMT]) + cola_pmt(row[COLA_PCT],(Duration/12),float(row[BENEFIT_AMT])))
                    Duration += 1
                    Paid_to_date = addmonth(Paid_to_date)
                    PV_pmt = present_value(Gross_pmt, Paid_to_date, obs_start_dt)
                    Agg_payment += PV_pmt

                out.writerow([row[UNIQUE_ID], Agg_payment/trueup_pct, present_value(float(row[STAT])/trueup_pct, obs_end_dt, obs_start_dt), present_value(float(row[GAAP])/trueup_pct, obs_end_dt, obs_start_dt)])

if __name__ == '__main__':
    main (home_dir+"IBNRData.csv", home_dir+"Results.csv")