Programs & simulation · seeded Monte-Carlo
Price the program
The Program is the pricing container: it ties a Reinsurance treaty's acceptances and sections to their Loss Modelling loss models by node path, carries the seeded simulation settings and holds the simulated result distributions. A one-way dependency — Pricing references Reinsurance and Loss Modelling, never the reverse.
What ships
- The Program — the pricing root. Binds a treaty header, an acceptance-by-id map, a section-by-id map and a loss-model-by-id map (all node-path refs into Reinsurance / Loss Modelling) to embedded simulation settings and results.
- Simulation Settings — the seeded Monte-Carlo run configuration (number of simulations, compression, timing, progress).
- Simulation Result — a simulated distribution for a structure / amount-type / period, with mean, standard-deviation and empirical-quantile (VaR) pricing statistics.
- Underwriting Guideline — the Group Underwriting Guidelines (GUW-GL-2026-001 v4.2) as evaluable business-rules scopes over a priced placement (four-eyes, capacity, loss-making, multi-year, weak-cedent, wording-deviation and per-LoB caps → a verdict & share action), with a ✓/✗ Compliance layout area.
- A worked sample program and a sample compliance check as data nodes, plus reusable C# fixtures in
Pricing/SampleData/Source.
The reinsurance suite
Pricing is the top of a three-part suite and requires the other two: the Reinsurance and Loss Modelling plugins must be installed — the Program references their treaty, acceptance, section and loss-model nodes by path, strictly one-way. Browse the whole suite's data model type by type in the Data Modelling explorer.