sim2pro

By Thomas Schmidt on AppTrack Ninja.

Actuarial Simulation 2 pro

The sim2pro APP enables Actuarial / Monte Carlo simulation in non-life insurance. The resulting compound distribution can be analysed by means of number of losses and loss amount distribution. Graphics, moments and various quantiles are provided here. Reinsurance is also mapped in this version. A typical application is the pricing of excess of loss treaties. Poisson, binomial and negative binomial distributions are included as loss number distributions. The following loss amount distributions can be simulated: Pareto, exponential, normal, generalised Pareto, gamma and Weibull distribution. Ba…

Categories: Education, Finance

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