No BSD License
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pricingapp(varargin)
PRICINGAPP M-file for pricingapp.fig
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xolplot.m
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las(x, B, Q, P, S, T)
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model_loss_process(premium, l...
This m- file models the loss process based on the input arguments.
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overimpose_the_structure(prem...
Adjusting for Excess of Loss contract
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pricing(premium, ELR, commiss...
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tparetocdf(q, Bpar, Qpar, Ppa...
Functions for the ISO trunctated Pareto
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tparetoinv(p, Bpar, Qpar, Ppa...
Functions for the ISO trunctated Pareto
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tparetopdf(x, Bpar, Qpar, Ppa...
Functions for the ISO trunctated Pareto
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tparetornd(n, Bpar, Qpar, Ppa...
Functions for the ISO trunctated Pareto
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temp.m
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View all files
Reinsurance Demo
by Kas Sharma
29 Sep 2004
(Updated 01 Oct 2004)
Demo: GUI that prices a reinsurance contract based on "Excess of Loss" terms.
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Watch this File
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| File Information |
| Description |
Directions:
* Open the file pricingapp.
* Show the code behind pricingapp.m which first calls two files:
Modelthelossprocess.m: This file is responsible for the Monte Carlo Simulation.
Overimposethestructure.m: This file adjusts the loss distribution according to the Excess of Loss contract.
Meaning of the plots:
1. figure1: This is a graph of distribution of losses without any contract adjustments
2. figure2: The graph of loss distribution after the contract terms are accounted for.
3. Main figure: CDF of the net present value. |
| Required Products |
Statistics Toolbox
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| MATLAB release |
MATLAB 7.0.1 (R14SP1)
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