Reinsurance Demo: las(x, B, Q, P, S, T) - File Exchange

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Highlights from
Reinsurance Demo

pricingapp(varargin) PRICINGAPP M-file for pricingapp.fig
xolplot.m
las(x, B, Q, P, S, T)
model_loss_process(premium, l... This m- file models the loss process based on the input arguments.
overimpose_the_structure(prem... Adjusting for Excess of Loss contract
pricing(premium, ELR, commiss...
tparetocdf(q, Bpar, Qpar, Ppa... Functions for the ISO trunctated Pareto
tparetoinv(p, Bpar, Qpar, Ppa... Functions for the ISO trunctated Pareto
tparetopdf(x, Bpar, Qpar, Ppa... Functions for the ISO trunctated Pareto
tparetornd(n, Bpar, Qpar, Ppa... Functions for the ISO trunctated Pareto
temp.m
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from Reinsurance Demo by Kas Sharma
Demo: GUI that prices a reinsurance contract based on "Excess of Loss" terms.

las(x, B, Q, P, S, T)

function averageSeverity = las(x, B, Q, P, S, T)

i=1;

averageSeverity(1) = (P(i) * S(i)) + ... 
    ((1 - P(i))/(Q(i) - 1))* ... 
    ((B(i) + Q(i) * T(i)) - ...
    (B(i) + x(i)) * ((B(i) + T(i))/(B(i) + x(i)))^Q(i));

Highlights from Reinsurance Demo

Highlights from
Reinsurance Demo