OasisLMF / ReinsuranceTestTool

Test tool for new reinsurance functionality.
BSD 3-Clause "New" or "Revised" License
3 stars 1 forks source link

Performance improvement - group to location level #44

Open johcarter opened 5 years ago

johcarter commented 5 years ago

If we begin reinsurance by grouping losses to location level before the first reinsurance iteration, we can avoid allocating back to items, and use allocrule 0 for Risk Level = location iterations. This should improve performance by avoiding back-allocation to items in subsequent iterations.