Reinsurance Demo is a Matlab script for Financial Modeling and Analysis scripts design by Kas Sharma.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris. Reinsurance Demo - GUI that prices a reinsurance contract based on
Publisher review: Reinsurance Demo - GUI that prices a reinsurance contract based on "Excess of Loss" terms. Directions:* Open the file pricingapp.* Show the code behind pricingapp.m which first calls two files:Modelthelossprocess.m: This file is responsible for the Monte Carlo Simulation. Overimposethestructure.m: This file adjusts the loss distribution according to the Excess of Loss contract. Meaning of the plots:1. figure1: This is a graph of distribution of losses without any contract adjustments2. figure2: The graph of loss distribution after the contract terms are accounted for.3. Main figure: CDF of the net present value. Requirements: · MATLAB Release: R14SP1 · Statistics Toolbox Operating system: Windows / Linux / Mac OS / BSD / Solaris
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Reinsurance Demo script details 
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