AnalyzeRe.LossSets Namespace Reference

Classes
class	ELTLossSet
	Representation of a single loss set with an associated event loss table. More...
interface	ILossSet
	Base Interface for all loss sets. More...
interface	ILossSet_Simulated
	An interface for pre-simulated loss sets some data associated with them, some hard-coded seasonality assumptions (hence a start_date), some hard-coded trial_count and optionally some pre-simulated reinstatement information if it is net loss set data. More...
interface	ILossSet_WithData
	Combines the interfaces for a loss set and a resource with a data endpoint. More...
interface	ILossSet_WithEventCatalog
	Base for all conventional loss sets, which generate losses, have a server-generated loss profile, and require a currency to be specified. More...
interface	ILossSet_WithSeasonality
	Shared interface with loss sets that have seasonality considerations. More...
class	LoadedLossSet
	Representation of a Loaded loss set, whose losses are derived from an existing loss set and applies a load. More...
class	LossSet_WithCurrency
	Base for all conventional loss sets, which generate losses, have a server-generated loss profile, and require a currency to be specified. More...
class	LossSet_WithData
	Base for all loss sets for which pre-generated loss data must be uploaded. More...
class	LossSetProfile
	A profile of this loss set, containing server generated meta data about its contents. More...
class	NestedLayerLossSet
	Representation of a Nested layer loss set, which represents any loss set whose losses are derived from an existing layer. More...
class	ParametricLossSet
	Representation of a Parametric loss set. More...
class	PortfolioLossSet
	Representation of a PortfolioLossSet. More...
class	QCLSLossSet
	The Quantile-Based Correlated Loss Sampling (QCLS) loss set is a simulated parametric loss set which employs Cholesky decomposition. This loss set allows any continuous distribution to be supplied as a severity curve and have these losses mapped to a modelled set of events and sampled according to that model (usually based on the industry level of severity for an event). More...
class	TreatyLossSet
	Representation of a TreatyLossSet. More...
class	YELTLossSet
	Representation of a loss set with an associated year-event-loss table. More...
class	YLTLossSet
	Representation of a loss set with an associated simulated yearly losses table. More...

Enumerations
enum	LossType { LossType.LossGross, LossType.LossNetOfAggregateTerms }
	Indicates what types of losses are generated by this loss set. More...
enum	ReinstatementsDataType { ReinstatementsDataType.percentage, ReinstatementsDataType.currency }
	Dictates how any reinstatement information associated with a loss set should be interpreted. More...

Enumeration Type Documentation

enum AnalyzeRe.LossSets.LossType

strong

Indicates what types of losses are generated by this loss set.

Enumerator
LossGross	Generated losses are gross.
LossNetOfAggregateTerms	Generated losses are net of aggregate terms.

Definition at line 4 of file LossType.cs.

enum AnalyzeRe.LossSets.ReinstatementsDataType

strong

Dictates how any reinstatement information associated with a loss set should be interpreted.

Enumerator
percentage	Reinstatement values represent a percentage of the premium of the layer this loss set gets attached to.
currency	Reinstatement values represent a fixed dollar amount.

Definition at line 5 of file ReinstatementsDataType.cs.