Filters for Aggregate Loss Analyses

The following table details the filters that you can use to perform an aggregate loss analysis on a portfolio of reinsurance treaties or multiple programs in a Touchstone Re company:

Table: Portfolio Filters

UI Display Name	API Property Name	Applied Entity	Type	UI Operator	API Operator Equivalent	List	Notes
In-Force Date	InceptionDate	ViewReinsuranceTreatyDetails	dateTime	Is equal to	IsGreaterThanOrEqualTo	No
	ExpirationDate	ViewReinsuranceTreatyDetails	dateTime	Is equal to	IsLessThanOrEqualTo	No
Contract Type	ProgramTypeCode	ViewReinsuranceTreatyDetails	String	Is contained in	IsContainedIn	Yes	Possible values are in the Portfolio Filter pane of the New Portfolio Loss Analysis screen in the user interface. AGGXOL = Aggregate excess of loss CATB = Catastrophe bond CATXOL = Catastrophe excess of loss GU = Ground up ILW = Industry loss warranty QS = Quota share
			String	Is not contained in	IsNotContainedIn	Yes
Status	SubmitStatusCode	ViewReinsuranceTreatyDetails	String	Is not contained in	IsContainedIn	Yes	Possible values are in the tSubmitStatus table of the AIRReference database and the Portfolio Filter pane of the New Portfolio Loss Analysis screen in the user interface. For example, S represents the Submitted status.
			String	Is not contained in	IsNotContainedIn	Yes

Example

PortfolioFilter
<a:PortfolioFilter xmlns:b="AIR.Services.Common.Filter.Data"> <b:Created>2018-10-01T00:00:00</b:Created> <b:Expression i:type="b:CompositeExpression"> <b:Tag i:nil="true" /> <b:FilterExpressions> <b:FilterExpression i:type="b:CompositeExpression"> <b:Tag>InForceDate</b:Tag> <b:FilterExpressions> <b:FilterExpression i:type="b:SimpleExpression"> <b:Tag i:nil="true" /> <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity> <b:Operator>IsLessThanOrEqualTo</b:Operator> <b:PropertyName>InceptionDate</b:PropertyName> <b:Value i:type="c:dateTime" xmlns:c="http://www.w3.org/2001/XMLSchema">2018-10-01T00:00:00</b:Value> </b:FilterExpression> <b:FilterExpression i:type="b:SimpleExpression"> <b:Tag i:nil="true" /> <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity> <b:Operator>IsGreaterThanOrEqualTo</b:Operator> <b:PropertyName>ExpirationDate</b:PropertyName> <b:Value i:type="c:dateTime" xmlns:c="http://www.w3.org/2001/XMLSchema">2018-10-01T00:00:00</b:Value> </b:FilterExpression> </b:FilterExpressions> <b:LogicalOperator>And</b:LogicalOperator> </b:FilterExpression> <b:FilterExpression i:type="b:SimpleExpression"> <b:Tag i:nil="true" /> <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity> <b:Operator>IsContainedIn</b:Operator> <b:PropertyName>ProgramTypeCode</b:PropertyName> <b:Value i:type="c:ArrayOfstring" xmlns:c="http://schemas.microsoft.com/2003/10/Serialization/Arrays"> <c:string>AGGXOL</c:string> <c:string>CATB</c:string> <c:string>CATXOL</c:string> <c:string>GU</c:string> <c:string>ILW</c:string> <c:string>QS</c:string> </b:Value> </b:FilterExpression> <b:FilterExpression i:type="b:SimpleExpression"> <b:Tag i:nil="true" /> <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity> <b:Operator>IsContainedIn</b:Operator> <b:PropertyName>SubmitStatusCode</b:PropertyName> <b:Value i:type="c:ArrayOfstring" xmlns:c="http://schemas.microsoft.com/2003/10/Serialization/Arrays"> <c:string>A</c:string> <c:string>B</c:string> <c:string>C</c:string> <c:string>E</c:string> <c:string>Q</c:string> <c:string>R</c:string> <c:string>RN</c:string> <c:string>S</c:string> </b:Value> </b:FilterExpression> </b:FilterExpressions> <b:LogicalOperator>And</b:LogicalOperator> </b:Expression> <b:ExpressionSQL> ( ( ViewReinsuranceTreatyDetails.InceptionDate <= convert(datetime2, '2018-10-01', 121) ) AND ( ViewReinsuranceTreatyDetails.ExpirationDate >= convert(datetime2, '2018-10-01', 121) ) ) </b:ExpressionSQL> <b:FilterType>None</b:FilterType> <b:ID>2</b:ID> <b:Intent>0</b:Intent> <b:Modified>2018-10-01T00:00:00</b:Modified> <b:Name i:nil="true" /> </a:PortfolioFilter>

PortfolioFilter

<a:PortfolioFilter xmlns:b="AIR.Services.Common.Filter.Data">
      <b:Created>2018-10-01T00:00:00</b:Created>
      <b:Expression i:type="b:CompositeExpression">
        <b:Tag i:nil="true" />
        <b:FilterExpressions>
          <b:FilterExpression i:type="b:CompositeExpression">
            <b:Tag>InForceDate</b:Tag>
            <b:FilterExpressions>
              <b:FilterExpression i:type="b:SimpleExpression">
                <b:Tag i:nil="true" />
                <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity>
                <b:Operator>IsLessThanOrEqualTo</b:Operator>
                <b:PropertyName>InceptionDate</b:PropertyName>
                <b:Value i:type="c:dateTime" xmlns:c="http://www.w3.org/2001/XMLSchema">2018-10-01T00:00:00</b:Value>
              </b:FilterExpression>
              <b:FilterExpression i:type="b:SimpleExpression">
                <b:Tag i:nil="true" />
                <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity>
                <b:Operator>IsGreaterThanOrEqualTo</b:Operator>
                <b:PropertyName>ExpirationDate</b:PropertyName>
                <b:Value i:type="c:dateTime" xmlns:c="http://www.w3.org/2001/XMLSchema">2018-10-01T00:00:00</b:Value>
              </b:FilterExpression>
            </b:FilterExpressions>
            <b:LogicalOperator>And</b:LogicalOperator>
          </b:FilterExpression>
          <b:FilterExpression i:type="b:SimpleExpression">
            <b:Tag i:nil="true" />
            <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity>
            <b:Operator>IsContainedIn</b:Operator>
            <b:PropertyName>ProgramTypeCode</b:PropertyName>
            <b:Value i:type="c:ArrayOfstring" xmlns:c="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
              <c:string>AGGXOL</c:string>
              <c:string>CATB</c:string>
              <c:string>CATXOL</c:string>
              <c:string>GU</c:string>
              <c:string>ILW</c:string>
              <c:string>QS</c:string>
            </b:Value>
          </b:FilterExpression>
          <b:FilterExpression i:type="b:SimpleExpression">
            <b:Tag i:nil="true" />
            <b:AppliedEntity>ViewReinsuranceTreatyDetails</b:AppliedEntity>
            <b:Operator>IsContainedIn</b:Operator>
            <b:PropertyName>SubmitStatusCode</b:PropertyName>
            <b:Value i:type="c:ArrayOfstring" xmlns:c="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
              <c:string>A</c:string>
              <c:string>B</c:string>
              <c:string>C</c:string>
              <c:string>E</c:string>
              <c:string>Q</c:string>
              <c:string>R</c:string>
              <c:string>RN</c:string>
              <c:string>S</c:string>
            </b:Value>
          </b:FilterExpression>
        </b:FilterExpressions>
        <b:LogicalOperator>And</b:LogicalOperator>
      </b:Expression>
      <b:ExpressionSQL>  (  (   ViewReinsuranceTreatyDetails.InceptionDate  &lt;= convert(datetime2, '2018-10-01', 121) ) AND  (   ViewReinsuranceTreatyDetails.ExpirationDate  &gt;= convert(datetime2, '2018-10-01', 121)  )   )  </b:ExpressionSQL>
      <b:FilterType>None</b:FilterType>
      <b:ID>2</b:ID>
      <b:Intent>0</b:Intent>
      <b:Modified>2018-10-01T00:00:00</b:Modified>
      <b:Name i:nil="true" />
    </a:PortfolioFilter>