reinspy aims to implement methods and functions from the following papers:

• Albrecher, Beirlant, Teugels: Reinsurance: Actuarial and Statistical Aspects
• Carter: Reinsurance
• Clark: Basics of Reinsurance Pricing
• Kearney: Reinsurance Principles and Practices
• Meyers, Heckman: The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count distributions
• Parodi: Pricing in General Insurance
• Robertson: The Computation of aggregate loss distributions
• Strain: Reinsurance

reinspy aims to support the following types of reinsurance transactions:

Types:

• Treaty
• Facultative

Allocation Methods:

• Pro Rata
• Excess of Loss

Sub-types:

• Quota Share
• Surplus Share
• Per Risk
• Per Occurrence
• Aggregate Excess