Example of a reinsurance structures dataframe

Dataframe contains one row per origin year and describes the reinsurance structure.
Note: Only quota shares and XLs can be applied and no additional structures as AADs (aggregate annual deductable) or AALs (aggregate annual limits). More details can be found in the details section of xl_cashflow().

Usage

reinsurance_xmpl

Format

reinsurance_xmpl

A data frame with 35 rows and 7 columns:

Origin_year

Origin year

Priority

Start of reinsurance coverage

Limit

Maximum reinsurance coverage

Base_year

The year from which the indexation shall start for this origin year

Margin_type

One of the standard margin types FIC, APK or SIC or none for no reinsurance

Margin

APK and SIC require a margin

Quote_share

Quota_share to consider before applying the xl construction

Source

Made up to show package functionalities.