PillarOne.RiskAnalytics 0.6
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editing multi-dimensional parameters, performance, surplus in dynamic models
Release Notes
| Tested with | Java 1.5 |
|---|---|
| State | Final release |
| License | GPL |
Business Logic
- Modelling reinsurance
- it is now possible to use surplus contracts in dynamic models
- additional and more flexible commission modelling
- additional and more flexible limit modelling
- new reinsurance contracts: Loss portfolio transfer and adverse development cover
- reinsurance contracts can now cover lines of business or perils
Application Features
- complete re-design of the editor for multi-dimensional parameters, e.g. tables, matrices
- Improved the simulation performance
- Extension of the simulation framework: The simulation periods for a model don't have to be of equal length anymore. They can even be specified via a parameter. One use case is the modeling of cash flows at irregularly spaced dates.
Migration v0.5 -> v0.6
- Parameter files created in versions before have to be migrated due to different structure in reinsurance contract parameters
