Model a book of insurance, investigate tail risk, allocate margin, apply and price reinsurance.
Use of this site signifies agreement with the terms.
Model a book of insurance, investigate tail risk, allocate margin, apply and price reinsurance.
Use of this site signifies agreement with the terms.
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
Ctrl+Shift+V stands aside inside the program box and the entry forms, where the browser claims it for paste, and works everywhere else. Menu ▸ Editor ▸ Emacs keys adds Ctrl+A/E/K/Y, N/P and F/B/D in the program box.
note{}, hints{} and tags{}hints{} clause that pins ithints{}, so agg.Name elsewhere means one fixed thingEach derivation writes DecL into the editor, so you can read what it did, edit it, and build it again anywhere. The ↑ in the editor's right margin walks back through the programs you built, which is how you undo one.
A group or a leaf greyed out is one this object cannot answer; hover it to read why. Nothing is hidden, so the menu is always the same shape.
Menu ▸ Download models saves every program you built
this session as one .agg file.
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.
aLL is a free research and educational tool built on the open
source aggregate library (BSD 3-Clause). All results
are provided as is, with no warranty of any kind. Nothing on this
site constitutes actuarial, financial, or other professional
advice, and no output is an actuarial communication within the
meaning of ASOP 41. Verify results independently before relying
on them. Submitted programs and sessions may be logged to operate
the service; do not submit confidential data. The service is
offered with no promise of availability and may change or be
withdrawn at any time. Third-party components are used under
their respective MIT, BSD, and Apache 2.0 licenses.