PillarOne.RiskAnalytics 1.4Up to Product page
|Tested with||Grails 1.3.7, Java 1.6|
- This release comes with a cashflow model for property/casualty containing the following features:
- continuous time model using dates with allocation of cash flows to accounting periods
- indices for premium, number of policies, frequency, severity (indices can be used for premium cycles, business planning, dependency and inflation modelling. Arnold Wassmer gave a detailed introduction about indices at the last community event).
- premium patterns, reported and paid patterns
- yield curves and discounting
- multi legal entities including simple default modelling capabilities
- reinsurance program
- allows to cover ceded/net of preceeding contracts, whole legal entity and inward business
- stabilization of XL contracts
- multiple counterparties with default risk
- multi period cover
- increased dependency modelling capabilities
- mixing global and 'local' event effects
- correlating frequencies, events and indices
- Comments can be added to parameters and results. They are searchable, can be grouped with tags, printed out in pdf reports or included in result reports.
- Enhanced validation concepts: hints, warnings, errors
- Reports in pdf and pptx format
The full list is available in our issuetracking system.