reinsurance.TowerGrids

A tower’s annual distributions on the grid, from Tower.on_grid.

Usage

reinsurance.TowerGrids()

Every grid is a marginal distribution. Ceded grids are at the placed share and after annual terms; a layer with share c has step c * h.

Attributes

Name Description
ceded Annual ceded loss of each layer, in tower order.
ceded_reports The compound calculation behind each layer: its annual recovery at
expected_reinstatement_premium Expected reinstatement premium of each layer; 0 without paid
gross Annual gross loss.
gross_report The compound calculation behind gross.
net Annual net loss, or None when it is not a single compound total.
on_points Whether every boundary and net loss fell on a grid point. When

ceded

Annual ceded loss of each layer, in tower order.

ceded: list[Grid]


ceded_reports

The compound calculation behind each layer: its annual recovery at

ceded_reports: list[CompoundReport]

100%, before annual terms.


expected_reinstatement_premium

Expected reinstatement premium of each layer; 0 without paid

expected_reinstatement_premium: list[float]

reinstatements.


gross

Annual gross loss.

gross: Grid


gross_report

The compound calculation behind gross.

gross_report: CompoundReport


net

Annual net loss, or None when it is not a single compound total.

net: Grid | None


on_points

Whether every boundary and net loss fell on a grid point. When

on_points: bool

False, means are still exact but shapes are smeared by up to a step.