Mildenhall Aggregate

Loss Tools

General Plot Characteristics		Dependency Structure
Num_L2:		Dependence:
Unit:		Tau:
Plot Type:		Per Occurrence Reinsurance (if applicable)
Line Slope:		Layer:
Aggregate Frequency Specification		Attach:
Agg Freq:		Placed:
Agg Count:
Agg VM:
X Marginal Specification		Y Marginal Specification
Freq Dist:		Freq Dist:
Freq Mean:		Freq Mean:
Freq VM:		Freq VM:
Sev Dist:		Sev Dist:
Sev Layer:		Sev Layer:
Attachment:		Attachment:
Share:		Share:

Help

An extension of the previous example, this example is a flexible tool which can model a wide variety of bivariate distributions.
1. Marginals can be per occurrence or aggreagates.
2. Margianls can be independent or have a copula dependence relationship.
3. Bivariate per occurence distribution can then be aggregated with a frequency distribution.
4. Aggregate reinsurance can be overlaid after convolving to get a bivariate aggregate.
5. Marginals can be combined to give distribution of (X, X+Y).
The surface wiht cut and surface with cut line plot options divide the surface along a line with the given slope.
Currently this example only provides graphical output.
Help for graphics:
Left click in the 3D graph to pan, right click to zoom. Press w to get a wireframe, s to go back to a surface. Press t to go to trackball mode, j to return to joystick. Don't press e.
Compute: recomputes with new inputs. The plot type must change for the graph to update. To recompute with the same plot type, click "Blank" first.
Change Plot Type: Select from plot type drop down and click this button. No other settings are updated in the plot. Use Compute if you want to change the settings

Blank: Clears the 3D plot

Snapshot: Produces a JPG of the graph, stored in c:\temp as test1.jpg, test2.jpg etc.

Print: Prints the graphic to a random printer connected to your machine. Still under development!