Detailed List of Case Studies

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Table of Available Cases
  Case Name Case Description A Name B Name A Distribution B Distribution Re Line Re Type Re Limit Re Attach Reg P Roe
Case ID                        
cnc Cat/NonCat Case Study Book Cat/NonCat Case, one thin- and one thick-tailed unit. NonCat Cat agg NonCat 1 claim sev gamma 80 cv .15 fixed agg Cat 1 claim sev lognorm 20 cv 1.0 fixed Cat Aggregate 0.005 0.100 0.999 0.100
hs Hu/SCS Case Study Book Hu/SCS Case, two thick-tailed units. SCS HU agg SCS 70 claims 1200000000 x 0 sev 0.1644744565771549 * lognorm 1.9 poisson agg HU 2 claims 1200000000 x 0 sev 0.6590540043511113 * lognorm 2.5 poisson HU Aggregate* 0.005 0.050 0.999 0.100
tame Tame Case Study Book Tame Case, two thin-tailed units. A B agg A 1 claim sev gamma 50 cv .1 fixed agg B 1 claim sev gamma 50 cv .15 fixed B Aggregate 0.010 0.200 1.000 0.100
discrete Discrete Example Book simple discrete example. X1 X2 0 8 10 20 200 0.5 0.125 0.125. .125 .125 0 1 90 0.5 0.25 0.25 X1 aggregate 110.000 90.000 1.000 0.489
discrete_equal Discrete Example Ch 15 Book simple discrete example with two ways of a loss of 10; used extensively in Ch 15. X1 X2 0 9 10 0.5 0.25 0.25 0 1 90 0.5 0.25 0.25 X2 Aggregate 80.000 20.000 1.000 0.491