pricing.Price
The risk-loaded price of a cover, or of one component’s share of a
Usage
pricing.Price()portfolio: expected loss, premium and the assets backing the loss.
Returned by price and price_portfolio.
Attributes
| Name | Description |
|---|---|
| assets |
Assets a backing the loss.
|
| capital |
Capital a - P: the assets the premium does not fund.
|
| expected_loss |
Expected loss E[X].
|
| loss_ratio |
Loss ratio E[X] / P.
|
| margin |
Margin P - E[X].
|
| premium |
Premium P.
|
| return_on_capital | Return on capital, margin over capital. |
assets
Assets a backing the loss.
assets: float
capital
Capital a - P: the assets the premium does not fund.
capital: float
expected_loss
Expected loss E[X].
expected_loss: float
loss_ratio
Loss ratio E[X] / P.
loss_ratio: float
margin
Margin P - E[X].
margin: float
return_on_capital
Return on capital, margin over capital.
return_on_capital: float