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reinsurance.dev

Learn how property-catastrophe reinsurance works, how risk is quantified from the cat model's loss output, and how to build composable analytics systems.

Property-catastrophe reinsurance, after the model has run. Everything on this site starts from the catastrophe model’s trial-based loss output and works downstream: how contracts transform loss, how portfolios aggregate it, and how prices and capital derive from it. Cat-model internals, exposure and experience rating, reserving, and casualty, specialty, life, and health reinsurance are out of scope by design.

Explore the structure of the reinsurance industry — its participants, how money and risk flow between them, and why contracts are the central mechanism of risk transfer.

Understand how reinsurers quantify risk using trial-based simulation, from exceedance probability curves to Value at Risk (VaR) and Tail Value at Risk (TVaR), and how contract terms transform loss distributions.

Learn how contracts transform loss — a small catalog of financial terms (filters, scaling, occurrence and aggregate excess) that composes into quota shares, CatXoLs, AggXoLs, and full programs.

See how the analytical tools combine to answer real business questions: standalone contract pricing, marginal portfolio impact analysis, and more.