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Case Name | Case Description | A Name | B Name | A Distribution | B Distribution | Re Line | Re Type | Re Limit | Re Attach | Reg P | Roe | |
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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 |