5. Technical Guides

Technical Guides cover theory and implementation. How calculations work in theory and how they have been implemented in aggregate.

• 5.1. Probability Background
• 5.2. Quantiles and Related Risk Measures
• 5.3. Insurance Probability
• 5.4. Numerical Methods and FFT Convolution
• 5.5. Distortions and Spectral Risk Measures
• 5.6. Bodoff’s Percentile Layer Capital Method
• 5.7. The Pollaczeck-Khinchine Formula
• 5.8. Calculations For Each aggregate Class
• 5.9. Working With Samples