Mildenhall Aggregate

Loss Tools

Tag:			Agg Loss
Frequency Specification			Severity Distribution
Distribution			Dist Type
Mean			Built-In
VarMult			Lognormal m, s, (T= 0)
Contagion			Pareto a, b
Discretization (all distributions)			Layer
Num_L2			Attachment
There will be 2^Num_L2 buckets used to discretize the distribution.			Share

Help

Input one or more aggregates specified using frequency and severity, per Example 7, except you specify the aggregate loss and model computes frequency.
Input optional tag for each account in the portfolio. Tag names must be unique.
Preview Current: shows the current aggregate distribution.
Aggregate: accumulates the current aggregate into your "portfolio" of accounts. Model keeps track of statistics below the graphs. Graphs are the same as for Preview Current.
Clear: Delete all accounts from your portfolio.
Display All Dists: Graph all accounts in portfolio. Note that the scales may be different between plots.
Display Aggregate: Graph all aggregates on one plot for comparison purposes and plot the sum of the distributions in the portfolio.