2.2.2.
Modelling Risk Profiles
Up one level
Currently available claims generators generate claims without having access to the information about the risk profile they belong too. In order to model surplus reinsurance, such information is necessary.
There are different ways of generating claims containing risk profiles:
- a claims generator per risk profile
- allocating a risk profile to a claim. The current allocator component offers three different strategies:
- none: if a parameterization has no surplus contracts, there is no sense to waste runtime by allocating claims to risk profiles
- risk to band
- sum insured generator
Detailed information on the later two strategies is available in a pdf.
