OasisLMF / ReinsuranceTestTool

Test tool for new reinsurance functionality.
BSD 3-Clause "New" or "Revised" License
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3 CAT XL layers with strange net losses #48

Closed aiste-kalinauskaite closed 5 years ago

aiste-kalinauskaite commented 5 years ago

I ran 3 CAT XL layers, and was expecting net loss to be 325 (ceding 75 to reinsurer), but got 350.

Layers run: I ran 3 stacked layers (inuring priority = 1,1,1; ReinsLayerNumber = 1,2,3):

50 xs 50 50 xs 100 50 xs 150 all with % placed = 0.5

P.S. Same result if I use ReinsLayerNumber = 1,1,1

sambles commented 5 years ago

same as issue #39