F# for Auto Insurance Rating Engine: A Parallel Approach

3/12/2009 What is F#? Microsoft Multi-paradigm Language CLR – All the .NET platform benefits First class language in to Visual Studio 2010 What about F# makes it functional or concurrent? Immutable Constructs Higher Order Functions Partial Application Ability to do lazy evaluation Asynchronous Workflows 1 3/12/2009 Real World Application! Auto Insurance Rating Engine 2 3/12/2009 3 3/12/2009 List of Policies Policy Policy Policy Calculation Calculation Calculation Coverage Driver Factor Company Car Factor Coverage Coverage Multi-policy Factor Vehicle Driver Zipcode Factor Vehicle Driver Driver Driver Why can’t it be faster? 4 3/12/2009 Process List of Policies Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Multi-policy Factor Zipcode Factor Driver Driver Factor let rec Rate (policies: System.Collections.Generic.List<Policy>) = let policies = List.of_seq policies let rec exec = function |[] -> () |p::tail -> async{ calcCoverages(p, GetCurrentRates(p), GetCoverages(p)) } |> Async.Spawn exec tail exec policies List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 5 3/12/2009 let Rate (policies: System.Collections.Generic.List<Policy>) = let policies = List.of_seq policies let rec exec = function |[] -> () |p::tail -> async{ calcCoverages(p, GetCurrentRates(p), GetCoverages(p)) } |> Async.Spawn exec tail exec policies List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let rec Rate (policies: System.Collections.Generic.List<Policy>) = let policies = List.of_seq policies let rec exec = function |[] -> () |p::tail -> async{ calcCoverages(p, GetCurrentRates(p), GetCoverages(p)) } |> Async.Spawn exec tail exec policies List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 6 3/12/2009 let rec Rate (policies: System.Collections.Generic.List<Policy>) = let policies = List.of_seq policies let rec exec = function |[] -> () |p::tail -> async{ calcCoverages(p, GetCurrentRates(p), GetCoverages(p)) } |> Async.Spawn exec tail exec policies List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let rec Rate (policies: System.Collections.Generic.List<Policy>) = let policies = List.of_seq policies let rec exec = function |[] -> () |p::tail -> async{ calcCoverages(p, GetCurrentRates(p), GetCoverages(p)) } |> Async.Spawn exec tail exec policies List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 7 3/12/2009 let rec calcCoverages (policy:Policy) rates coverages = function | [] -> () | c::tail -> updatePolicy(policy (Async.Run(GetRates policy rates c))) calcCoverages policy rates tail List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let rec calcCoverages (policy:Policy) rates coverages = function | [] -> () | c::tail -> updatePolicy(policy (Async.Run(GetRates policy rates c))) calcCoverages policy rates tail List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 8 3/12/2009 let GetRates (policy:Policy) rates coverage = async{ let! results = Async.Parallel[ for v in Policy.vehicles -> async{return (Result policy v coverage rates).Force()} ] return (coverage, Seq.reduce(+) results)} List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let GetRates (policy:Policy) rates coverage = async{ let! results = Async.Parallel[ for v in Policy.vehicles -> async{return (Result policy v coverage rates).Force()} ] return (coverage, Seq.reduce(+) results)} List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 9 3/12/2009 let GetRates (policy:Policy) rates coverage = async{ let! results = Async.Parallel[ for v in Policy.vehicles -> async{return (Result policy v coverage rates).Force()} ] return (coverage, Seq.reduce(+) results)} List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let GetRates (policy:Policy) rates coverage = async{ let! results = Async.Parallel[ for v in Policy.vehicles -> async{return (Result policy v coverage rates).Force()} ] return (coverage, Seq.reduce(+) results)} List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 10 3/12/2009 let GetRates (policy:Policy) rates coverage = async{ let! results = Async.Parallel[ for v in Policy.vehicles -> async{return (Result policy v coverage rates).Force()} ] return (coverage, Seq.reduce(+) results)} List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let GetRates (policy:Policy) rates coverage = async{ let! results = Async.Parallel[ for v in Policy.vehicles -> async{return (Result policy v coverage rates).Force()} ] return (coverage, Seq.reduce(+) results)} List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 11 3/12/2009 let Result (p:Policy)(v:Vehicle)(c:AutoCoverage)(r:CurrentRates) = lazy( let QueryRate(rq:RateQuery) = rq.Coverage <- c.ToInt() r.GetRate(rq) . . . BasicPolicyFactor() ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let Result (p:Policy)(v:Vehicle)(c:AutoCoverage)(r:CurrentRates) = lazy( let QueryRate(rq:RateQuery) = rq.Coverage <- c.ToInt() r.GetRate(rq) . . . BasicPolicyFactor() ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 12 3/12/2009 let Result (p:Policy)(v:Vehicle)(c:AutoCoverage)(r:CurrentRates) = lazy( let QueryRate(rq:RateQuery) = rq.Coverage <- c.ToInt() r.GetRate(rq) . . . BasicPolicyFactor() ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let Result (p:Policy)(v:Vehicle)(c:AutoCoverage)(r:CurrentRates) = lazy( let QueryRate(rq:RateQuery) = rq.Coverage <- c.ToInt() r.GetRate(rq) . . . BasicPolicyFactor() ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 13 3/12/2009 let Result (p:Policy)(v:Vehicle)(c:AutoCoverage)(r:CurrentRates) = lazy( let QueryRate(rq:RateQuery) = rq.Coverage <- c.ToInt() r.GetRate(rq) . . . BasicPolicyFactor() ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let Result (p:Policy)(v:Vehicle)(c:AutoCoverage)(r:CurrentRates) = lazy( let QueryRate(rq:RateQuery) = rq.Coverage <- c.ToInt() r.GetRate(rq) . . . BasicPolicyFactor() ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 14 3/12/2009 let BasicPolicyFactor() = lazy( Seq.map force [AverageDriverFactor(); MultiPolicyCombinationDiscount(); CompanyCarDiscount();] |> Seq.reduce (*) ) (Lazy<decimal>) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let BasicPolicyFactor() = lazy( Seq.map force [AverageDriverFactor(); MultiPolicyCombinationDiscount(); CompanyCarDiscount();] |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 15 3/12/2009 let BasicPolicyFactor() = lazy( Seq.map force [AverageDriverFactor(); MultiPolicyCombinationDiscount(); CompanyCarDiscount();] |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let AverageDriverFactor() = lazy( let mutable accum = (decimal)0 for d in p.Drivers do accum <- accum + (DriverFactor d).Force() accum / (decimal)p.Drivers.Count) (unit -> Lazy<decimal>) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 16 3/12/2009 let AverageDriverFactor() = lazy( let mutable accum = (decimal)0 for d in p.Drivers do accum <- accum + (DriverFactor d).Force() accum / (decimal)p.Drivers.Count) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let AverageDriverFactor() = lazy( let mutable accum = (decimal)0 for d in p.Drivers do accum <- accum + (DriverFactor d).Force() accum / (decimal)p.Drivers.Count) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 17 3/12/2009 let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 18 3/12/2009 let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let InsuranceScoreFactor (d:Driver) = let rq = new RateQuery(RateTableType.CreditScoreFactor) rq.Age <- Common.CalculateDriverAge(d.BirthDate, p) let rec scoreCalc() = match d.InsuranceScoreAttribute.ToString() with | "CBRN" when score < 2 -> -2 | "CBRS" when score < 2 -> -3 | "CBRW" when score < 2 -> -4 | "CBRV" when score < 2 -> -5 | "CBRX" when score < 2 -> -6 | _ -> d.InsuranceScore Process rq.CreditScore <- scoreCalc() Spawned Thread QueryRate rq List of Policies Parallel Policy Policy Coverage Coverage Parallel Coverage Vehicle Policy Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 19 3/12/2009 let InsuranceScoreFactor (d:Driver) = let rq = new RateQuery(RateTableType.CreditScoreFactor) rq.Age <- Common.CalculateDriverAge(d.BirthDate, p) let rec scoreCalc() = match d.InsuranceScoreAttribute.ToString() with | "CBRN" when score < 2 -> -2 | "CBRS" when score < 2 -> -3 | "CBRW" when score < 2 -> -4 | "CBRV" when score < 2 -> -5 | "CBRX" when score < 2 -> -6 | _ -> d.InsuranceScore Process rq.CreditScore <- scoreCalc() Spawned Thread QueryRate rq List of Policies Parallel Policy Policy Coverage Coverage Parallel Coverage Vehicle Policy Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let InsuranceScoreFactor (d:Driver) = let rq = new RateQuery(RateTableType.CreditScoreFactor) rq.Age <- Common.CalculateDriverAge(d.BirthDate, p) let rec scoreCalc() = match d.InsuranceScoreAttribute.ToString() with | "CBRN" when score < 2 -> -2 | "CBRS" when score < 2 -> -3 | "CBRW" when score < 2 -> -4 | "CBRV" when score < 2 -> -5 | "CBRX" when score < 2 -> -6 | _ -> d.InsuranceScore Process rq.CreditScore <- scoreCalc() Spawned Thread QueryRate rq List of Policies Parallel Policy Policy Coverage Coverage Parallel Coverage Vehicle Policy Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 20 3/12/2009 let InsuranceScoreFactor (d:Driver) = let rq = new RateQuery(RateTableType.CreditScoreFactor) rq.Age <- Common.CalculateDriverAge(d.BirthDate, p) let rec scoreCalc() = match d.InsuranceScoreAttribute.ToString() with | "CBRN" when score < 2 -> -2 | "CBRS" when score < 2 -> -3 | "CBRW" when score < 2 -> -4 | "CBRV" when score < 2 -> -5 | "CBRX" when score < 2 -> -6 | _ -> d.InsuranceScore Process rq.CreditScore <- scoreCalc() Spawned Thread QueryRate rq List of Policies Parallel Policy Policy Coverage Coverage Parallel Coverage Vehicle Policy Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let InsuranceScoreFactor (d:Driver) = let rq = new RateQuery(RateTableType.CreditScoreFactor) rq.Age <- Common.CalculateDriverAge(d.BirthDate, p) let rec scoreCalc() = match d.InsuranceScoreAttribute.ToString() with | "CBRN" when score < 2 -> -2 | "CBRS" when score < 2 -> -3 | "CBRW" when score < 2 -> -4 | "CBRV" when score < 2 -> -5 | "CBRX" when score < 2 -> -6 | _ -> d.InsuranceScore Process rq.CreditScore <- scoreCalc() Spawned Thread QueryRate rq List of Policies Parallel Policy Policy Coverage Coverage Parallel Coverage Vehicle Policy Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 21 3/12/2009 let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 22 3/12/2009 let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process let force (x:Lazy<x>) = x.Force() Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process decimal list Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 23 3/12/2009 let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let DriverFactor d = lazy( [BaseRate d; DriverClassFactor d; InsuranceScoreFactor d; GoodStudentFactor d; GrangeLifeFactor d; AwayAtSchoolFactor d] |> Seq.map force |> Seq.reduce (*) ) List of Policies Process decimal Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 24 3/12/2009 let AverageDriverFactor() = lazy( let mutable accum = (decimal)0 for d in p.Drivers do accum <- accum + (DriverFactor d).Force() accum / (decimal)p.Drivers.Count ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let AverageDriverFactor() = lazy( let mutable accum = (decimal)0 for d in p.Drivers do accum <- accum + (DriverFactor d).Force() accum / (decimal)p.Drivers.Count ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 25 3/12/2009 let BasicPolicyFactor() = lazy( Seq.map force [AverageDriverFactor(); MultiPolicyCombinationDiscount(); CompanyCarDiscount();] |> Seq.reduce (*) ) (unit -> Lazy<decimal>) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let Result (p:Policy)(v:Vehicle)(c:AutoCoverage)(r:CurrentRates) = lazy( let QueryRate(rq:RateQuery) = rq.Coverage <- c.ToInt() r.GetRate(rq) . . . BasicPolicyFactor() ) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 26 3/12/2009 let GetRates (policy:Policy) rates coverage = async{ let! results = Async.Parallel[ for v in Policy.vehicles -> async{return (Result policy v coverage rates).Force()} ] return (coverage, Seq.reduce(+) results)} List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor let CalcCoverages (policy:Policy) rates coverages = function | [] -> () | c::tail -> updatePolicy(policy, (Async.Run(GetRates policy rates c))) List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Driver Driver Factor 27 3/12/2009 let rec Rate (policies: System.Collections.Generic.List<Policy>) = let policies = List.of_seq policies let rec exec = function |[] -> () |p::tail -> async{ calcCoverages(p, GetCurrentRates(p), GetCoverages(p)) } |> Async.Spawn exec tail exec policies List of Policies Process Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Multipolicy Factor Zipcode Factor Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Process Company Car Factor Driver Driver Factor List of Policies Spawned Thread Policy Policy Parallel Coverage Coverage Parallel Policy Coverage Vehicle Coverage Coverage Vehicle Basic Policy Factor Avg Driver Factor (d1 + d2) / 2 Driver Driver Factor Company Car Factor Multi-policy Factor Zipcode Factor Driver Driver Factor 28 3/12/2009 1 5 10 20 40 50 C# 3 10 15 38 78 95 F# 1 4 7 15 20 35 #light let RealWorld F# = Concurrent applications Amanda Laucher Amanda.Laucher@SophicGroup.net pandamonial.com Twitter: pandamonial 29

F# for Auto Insurance Rating Engine: A Parallel Approach

Products

Support

F# for Auto Insurance Rating Engine: A Parallel Approach

Add this document to collection(s)

Add this document to saved

Suggest us how to improve StudyLib