Aggregate Allocator

Allocator Inputs

Enter four spaces for tab. Program must start prog [label]... The agg rows must be indented four spaces.

Capitalization and Assets

A
p
Lv
rf
Enter one of total assets, VaR p-level or loss to surplus level. Risk Free rate used for funding and frictional costs.

Profitability

LR
EL
RL
EL
Enter two of loss ratio, expense ratio and combined ratio. Expense ratio can be zero. It is used to scale and make ratios seem more familiar.

Allocator Results


Allocator Audit DataFrame


Allocator History

History disabled...bot-abuse.