C# Client Library
A C# Client Library for the AnalyzeRe REST API
AnalyzeRe.LossSets.QCLSLossSet Class Reference

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...

Public Member Functions

virtual T ShallowCopy< T > ()
 Create a shallow copy of this object.

See also
ExtensionMethods.DeepCopy<T>

for a serializer-based copy method. More...

 

Public Attributes

override string collection_name => CLASS_COLLECTION_NAME
 The collection endpoint at which resources of this type reside on the server. More...
 
string type => TypeResolver.GetTypeNameForAPIType(GetType())
 The server name for this type of resource. More...
 

Static Public Attributes

static string APITypeName
 Can be used to get the API type name in a static context. More...
 
static readonly string CLASS_COLLECTION_NAME = "loss_sets"
 The collection endpoint at which resources of this type reside on the server. More...
 

Protected Member Functions

virtual void AfterMembersCloned (APIType originalResource)
 Invoked following construction if the current instance has been created using a member-wise clone of some other instance. Override if your derived APIType class contains some members that should not be cloned. More...
 

Properties

double correlation_coefficient [get, set]
 Specifies the correlation of this loss set's severity to the attached simulation, which usually represents a model of events and their industry severity (quantiles for the correlated portion of loss). More...
 
DateTime created [get, set]
 The date and time when the resource was created on the system. More...
 
string currency [get, set]
 The currency of the losses in this loss set. More...
 
string description [get, set]
 A user-friendly description of the resource. More...
 
IReference< IContinuousDistributiondistribution [get, set]
 The loss severity distribution associated with this loss set. Can be any ContinuousDistribution or CustomSeverityDistribution. More...
 
string id [get, set]
 The resource's unique identifier. It will be used in the request URL when requesting the resource from the server. More...
 
LossType loss_type [get, set]
 Indicates what types of losses are generated by this loss set. If not specified the server will default to LossGross, except for YLTLossSets, which are assumed to be LossNetOfAggregateTerms by default. More...
 
Dictionary< string, object > meta_data [get, set]
 Any user-defined metadata for this layer. More...
 
DateTime modified [get, set]
 The date and time when the resource was last modified on the system. More...
 
LossSetProfile profile [get, set]
 A profile of this loss set, generated by the server after post. More...
 
IReference< Simulationsimulation [get, set]
 The simulated set of events for which to generate losses. Usually represents a model of industry events and their severity quantiles, which are blended (using the correlation coefficient as a weight) with randomly generated quantiles, then used to select loss values from this loss set's distribution. More...
 

Detailed Description

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).

Definition at line 12 of file QCLSLossSet.cs.

Inheritance diagram for AnalyzeRe.LossSets.QCLSLossSet:
AnalyzeRe.LossSets.LossSet_WithCurrency AnalyzeRe.LossSet AnalyzeRe.APITypes.StoredAPIResource_Polymorphic AnalyzeRe.APITypes.StoredAPIResource AnalyzeRe.APITypes.IAPI_Polymorphic AnalyzeRe.APIResource AnalyzeRe.APITypes.IStoredAPIResource AnalyzeRe.APIType AnalyzeRe.IAPIResource AnalyzeRe.IAPIResource AnalyzeRe.IAPIType AnalyzeRe.IAPIType AnalyzeRe.IAPIType

Member Function Documentation

virtual void AnalyzeRe.APIType.AfterMembersCloned ( APIType  originalResource)
inlineprotectedvirtualinherited

Invoked following construction if the current instance has been created using a member-wise clone of some other instance. Override if your derived APIType class contains some members that should not be cloned.

Overriding implementations should be sure to invoke base.AfterMembersCloned().

A sane question for a code reviewer to ask might be: "Why not avoid copying those members in the first place?" The answer is that there is no framework-supported method of excluding members from a MemberwiseClone. The only officially supported solution is to not use the object.MemberwiseClone method at all and instead have each class implement it's own Copy method. In our case, most objects have no need to specialize their copy implementation (even though they could - the ShallowCopy<T> method is marked virtual). It's simpler to simply "correct" any special-case members after the fact, and requires less error-prone code than if the code were responsible for ensuring no members were missed in a copy. It's also faster than any reflection-based approach, even though such an approach could benefit from custom attributes meant to exclude certain members from copying.

Reimplemented in AnalyzeRe.APIResourceView.BaseAPIResourceView, AnalyzeRe.Optimization.OptimizationView, AnalyzeRe.Optimization.Candidate, AnalyzeRe.StaticSimulation, AnalyzeRe.Distributions.CustomDistribution, AnalyzeRe.LossSets.LossSet_WithData, and AnalyzeRe.APITypes.APIResource_WithDataEndpoint.

Definition at line 37 of file APIType.cs.

virtual T AnalyzeRe.APIType.ShallowCopy< T > ( )
inlinevirtualinherited

Create a shallow copy of this object.

See also
ExtensionMethods.DeepCopy<T>

for a serializer-based copy method.

Returns
A shallow copy of this object.

If this object contains any members that reference the current object (this), the class should override this method to avoid cloning a reference to the old class.

Implements AnalyzeRe.IAPIType.

Type Constraints
T :IAPIType 

Definition at line 14 of file APIType.cs.

Member Data Documentation

string AnalyzeRe.APITypes.StoredAPIResource_Polymorphic.APITypeName
staticinherited
Initial value:
=> TypeResolver.GetTypeNameForAPIType(
MethodBase.GetCurrentMethod().DeclaringType)

Can be used to get the API type name in a static context.

Definition at line 16 of file StoredAPIResource_Polymorphic.cs.

readonly string AnalyzeRe.LossSet.CLASS_COLLECTION_NAME = "loss_sets"
staticinherited

The collection endpoint at which resources of this type reside on the server.

Definition at line 28 of file LossSet.cs.

override string AnalyzeRe.LossSet.collection_name => CLASS_COLLECTION_NAME
inherited

The collection endpoint at which resources of this type reside on the server.

Definition at line 31 of file LossSet.cs.

string AnalyzeRe.APITypes.StoredAPIResource_Polymorphic.type => TypeResolver.GetTypeNameForAPIType(GetType())
inherited

The server name for this type of resource.

Definition at line 12 of file StoredAPIResource_Polymorphic.cs.

Property Documentation

double AnalyzeRe.LossSets.QCLSLossSet.correlation_coefficient
getset

Specifies the correlation of this loss set's severity to the attached simulation, which usually represents a model of events and their industry severity (quantiles for the correlated portion of loss).

Definition at line 21 of file QCLSLossSet.cs.

DateTime AnalyzeRe.APITypes.StoredAPIResource.created
getsetinherited

The date and time when the resource was created on the system.

Definition at line 19 of file StoredAPIResource.cs.

string AnalyzeRe.LossSets.LossSet_WithCurrency.currency
getsetinherited

The currency of the losses in this loss set.

Definition at line 14 of file LossSet_WithCurrency.cs.

string AnalyzeRe.APITypes.StoredAPIResource.description
getsetinherited

A user-friendly description of the resource.

Definition at line 14 of file StoredAPIResource.cs.

IReference<IContinuousDistribution> AnalyzeRe.LossSets.QCLSLossSet.distribution
getset

The loss severity distribution associated with this loss set. Can be any ContinuousDistribution or CustomSeverityDistribution.

Definition at line 27 of file QCLSLossSet.cs.

string AnalyzeRe.APIResource.id
getsetinherited

The resource's unique identifier. It will be used in the request URL when requesting the resource from the server.

Definition at line 16 of file APIResource.cs.

LossType AnalyzeRe.LossSet.loss_type
getsetinherited

Indicates what types of losses are generated by this loss set. If not specified the server will default to LossGross, except for YLTLossSets, which are assumed to be LossNetOfAggregateTerms by default.

Definition at line 40 of file LossSet.cs.

Dictionary<string, object> AnalyzeRe.APITypes.StoredAPIResource.meta_data
getsetinherited

Any user-defined metadata for this layer.

Definition at line 30 of file StoredAPIResource.cs.

DateTime AnalyzeRe.APITypes.StoredAPIResource.modified
getsetinherited

The date and time when the resource was last modified on the system.

Definition at line 24 of file StoredAPIResource.cs.

LossSetProfile AnalyzeRe.LossSet.profile
getsetinherited

A profile of this loss set, generated by the server after post.

Definition at line 45 of file LossSet.cs.

IReference<Simulation> AnalyzeRe.LossSets.QCLSLossSet.simulation
getset

The simulated set of events for which to generate losses. Usually represents a model of industry events and their severity quantiles, which are blended (using the correlation coefficient as a weight) with randomly generated quantiles, then used to select loss values from this loss set's distribution.

Definition at line 35 of file QCLSLossSet.cs.


The documentation for this class was generated from the following file: