reinspy aims to implement methods and functions from the following papers:
- Albrecher, Beirlant, Teugels: Reinsurance: Actuarial and Statistical Aspects
- Carter: Reinsurance
- Clark: Basics of Reinsurance Pricing
- Kearney: Reinsurance Principles and Practices
- Meyers, Heckman: The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count distributions
- Parodi: Pricing in General Insurance
- Robertson: The Computation of aggregate loss distributions
- Strain: Reinsurance
reinspy aims to support the following types of reinsurance transactions:
Types:
- Treaty
- Facultative
Allocation Methods:
- Pro Rata
- Excess of Loss
Sub-types:
- Quota Share
- Surplus Share
- Per Risk
- Per Occurrence
- Aggregate Excess