QS-class

show,QS-method

object

An S4 class to represent a Quota Share Treaty

Application of reinsurance treaties to claims portfolios.
The package creates a class Claims whose objective is to
store claims and premiums, on which different treaties can be applied.
A statistical analysis can then be applied to measure the impact of
reinsurance, producing a table or graphical output. This package can
be used for estimating the impact of reinsurance on several portfolios
or for pricing treaties through statistical analysis. Documentation
for the implemented methods can be found in "Reinsurance: Actuarial
and Statistical Aspects" by Hansj<c3><b6>erg Albrecher, Jan Beirlant,
Jozef L. Teugels (2017, ISBN: 978-0-470-77268-3) and
"REINSURANCE: A Basic Guide to Facultative and Treaty Reinsurance"
by Munich Re (2010) <https://www.munichre.com/site/mram/get/documents_E96160999/mram/assetpool.mr_america/PDFs/3_Publications/reinsurance_basic_guide.pdf>.

Arnaud Buzzi

reinsureR

Reinsurance Treaties Application

QS-class function

<ul>
<li><code>show</code>: Quota Share Treaty: show method</li>
</ul>

Methods (by generic)

<dl class="dl-horizontal">
<dt><code>csn_clm</code></dt><dd>Numeric. Cession rate on claims. Should be between 0 and 1.</dd></dl><dt><code>csn_prm</code></dt><dd>Numeric. Cession rate on premiums. Should be between 0 and 1.</dd><dt><code>com</code></dt><dd>Numeric. Commission rate, applied on the part of premiums given to the reinsurer. Should be between 0 and 1.</dd><dt><code>ptf</code></dt><dd>Vector. List of portfolios on which the treaty is to be applied on.</dd><dt><code>trt</code></dt><dd>Character. Always equal to "QS". Identifier for the type of treaty.</dd>

QS-class: Quota Share Treaty

Description

Usage

Arguments

Methods (by generic)

Slots