Model a book of insurance, investigate tail risk, allocate margin, apply and price reinsurance.
Model a book of insurance, investigate tail risk, allocate margin, apply and price reinsurance.
The aggregate Loss Lab. Build and explore compound (aggregate) loss distributions from simple DecL programs.
agg Demo 100 claims 1000 xs 0 sev lognorm 90 cv 1.5 poisson
hints{} clause that pins itEach of the three writes DecL into the editor, so you can read what it did, edit it, and build it again anywhere.
A group or a leaf greyed out is one this object cannot answer. Nothing is hidden, so the menu is always the same shape.
DecL language reference · aggregate library on github
This is a shared, free demo, so builds are
rate-limited. Want no limits? aggregate is open source, so you can
run it locally.
The aggregate Loss Lab (aLL): build and
explore compound (aggregate) loss distributions in the browser,
powered by the open-source aggregate library.