Stores annual exceedance probability losses for one analysis by peril.
For each year that generated loss, Touchstone Re creates multiple rows. Each row represents aggregate or occurrence losses for one financial perspective. If losses for a given financial perspective in a given year are zero, Touchstone Re does not generate a row for the losses.
| Creation Date | 4/11/2022 6:17 PM |
| File Group | PRIMARY |
| Text File Group | |
| System Object |  |
| Published for Replication | |
| Rows | 0 |
| Data Space Used | 0.00 KB |
| Index Space Used | 0.00 KB |
| Column Name | Description | Datatype | Length | Allow Nulls | Default | Formula | |
|---|---|---|---|---|---|---|---|
| EPAnnualTypeCode | Code that indicates whether the corresponding losses are based on all events that occurred during a year (aggregate) or on the single largest loss caused by all events in a year (occurrence). For a complete list of codes, see tEPAnnualType Table. | varchar | 3 | ||||
| EPCurveTypeCode | Code that indicates whether the loss is based on AIR’s default EP curve. Currently, Touchstone Re supports only AIR's default EP curve. For a complete list of codes, see tEPCurveType Table. | varchar | 3 | ||||
| FinancialPerspectiveCode | Code that represents the financial perspective used to display the losses. For a complete list of codes, see tFinancialPerspective Table. | varchar | 4 | ||||
| EPTargetTypeCode | Code that represents the target of the analysis for which losses were produced. For a complete list of codes, see tEPTargetType Table. | varchar | 4 | ||||
| EPTargetSID | Unique system-generated sequential identifier for the analysis target that generated the losses. | int | 4 |  | |||
| Rank | Rank of the loss. | int | 4 | | |||
| EventID | Identifier of the event that generated the highest loss in the simulated year. | int | 4 | | |||
| DayID | Identifier of the date that generated the losses. | int | 4 | | |||
| ModelCode | Code that represents the catastrophe model that generated the losses. For a complete list of codes, see tModel Table. | smallint | 2 | | |||
| YearID | Identifier of the year that generated the losses. | int | 4 | ||||
| PerilSetCode | Numeric code for the single peril or set of perils associated with the event that produced the highest loss in the simulated year. For a complete list of codes, see tPerilSet Table. | int | 4 | ||||
| ExceedanceProbability | Probability that the loss for the simulated year will be equaled or exceeded in any other year. | float | 9 | | |||
| ReturnPeriodYears | Expected value of the interval of time (in years) between years having greater or equal loss. | float | 9 | | |||
| EPLoss | Expected annual loss for the corresponding point on the exceedance probability curve. | float | 9 | | |||
| TVARLoss | Tail value at risk, or the average annual loss for all simulated years with an exceedance probability that is less than or equal to the ExceedanceProbability value. | float | 9 | | |||
| MaxLoss | Not used by Touchstone Re. | float | 9 | | |||
| SDLoss | Not used by Touchstone Re. | float | 9 | |