A Touchstone® detailed loss analysis yields a wealth of results data.

For a catastrophe peril analysis, the results include the following key analytics:

• Exceedance Probability (EP) curve: The EP curve indicates the probability of experiencing or exceeding certain levels of financial loss in a given year. You can choose to calculate the EP curve on an aggregate (aggregate loss per simulated year) or occurrence (largest loss per simulated year) basis. Note that you can also express the points on an EP curve as return periods.
• Tail Value at Risk (TVAR): TVAR represents the average loss of all simulated years having an EP at or below a certain point.
• EP curve with Secondary Uncertainty: While a standard EP curve uses the mean losses in the generation of this curve, an EP curve with Secondary Uncertainty uses the entire distribution. The EP curve with Secondary Uncertainty provides additional insight into the secondary uncertainty in a portfolio.