Merge pull request #23 from x0range/master

 Prepared riskmodel for non-proportional reinsurance

Author: x0range

insurancefirm.py

@@ -78,7 +78,7 @@ def iterate(self, time):        # TODO: split function so that only the sequence
                 print("Something wrong; agent {0:d} receives too few new contracts {1:d} <= {2:d}".format(self.id, contracts_offered, 2*contracts_dissolved))
             #print(self.id, " has ", len(self.underwritten_contracts), " & receives ", contracts_offered, " & lost ", contracts_dissolved)
 
-            new_nonproportional_risks = [risk for risk in new_risks if risk.get("insurancetype")=='non-proportional']
+            new_nonproportional_risks = [risk for risk in new_risks if risk.get("insurancetype")=='excess-of-loss']
             new_risks = [risk for risk in new_risks if risk.get("insurancetype") in ['proportional', None]]
 
             underwritten_risks = [{"excess": contract.value, "category": contract.category, \
@@ -215,7 +215,7 @@ def ask_reinsurance_non_proportional(self):
                 avg_risk_factor /= number_risks
                 risk = {"value": total_value, "category": categ_id, "owner": self,
                             #"identifier": uuid.uuid1(),
-                            "insurancetype": 'non-proportional',"number_risks": number_risks, 
+                            "insurancetype": 'excess-of-loss', "number_risks": number_risks, 
                             "deductible": self.np_reinsurance_deductible, "excess": np_reinsurance_excess,
                             "periodized_total_premium": periodized_total_premium, "runtime": 12,
                             "expiration": time + 12, "risk_factor": avg_risk_factor}

metaplotter.py

@@ -94,7 +94,7 @@
 ax1.plot(range(len(o_two)), o_two,"b")
 ax1.fill_between(range(len(o_one)), o_one_lo, o_one_up, facecolor='red', alpha=0.25)
 ax1.fill_between(range(len(o_two)), o_two_lo, o_two_up, facecolor='blue', alpha=0.25)
-ax1.set_ylabel("Active firms (out of initially 20)")
+ax1.set_ylabel("Active firms")
 ax1.set_xlabel("Time")
 plt.savefig("data/fig_one_and_two_rm_comp.pdf")
 plt.show()

riskmodel.py

@@ -75,7 +75,11 @@ def compute_expectation(self, categ_risks, categ_id):      #TODO: more intuitive
 
         return average_risk_factor, average_exposure, incr_expected_profits
 
-    def evaluate(self, risks, cash):
+    def evaluate(self, risks, cash, offered_risk = None):
+        # sort current contracts
+        el_risks = [risk for risk in risks if risk["insurancetype"] == 'excess-of-loss']
+        risks = [risk for risk in risks if risk["insurancetype"] == 'proportional']
+        
         acceptable_by_category = []
         remaining_acceptable_by_category = []
         expected_profits = 0