Mildenhall Aggregate

Loss Tools

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Example 13: Loss and ALAE in Excess Reinsurance Layers

Indemnity and ALAE distributions
Indemnity  ALAE
Parameters Parameters
Num L2 Policy Limit
Unit Effective ALAE Limit
Reinsurance Correlation
Layer Copula
Attachment Tau
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Click compute to see results...

Notes

References