Thursday 27 November 2008

Model building

Here's a picture of part of the latest Remetrica model i've been building.

Basically the boxes on the left are insurance companies, the middle boxes are reinsurance layers and the boxes on the right are aggregating the losses. If I could zoom out further to the left there are catastrophes that model large losses to hit the insurers.

The next stage is to run it through 50,000 simulations to see how much money we'd make or lose.

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