CAT XOL Analysis

A catastrophe excess of loss reinsurance program (CAT XOL) indemnifies the ceding company for that portion of the loss that exceeds the limit of its own retention per event. You perform a CAT XOL analysis on the results of a detailed loss analysis or loss group analysis. You can run CAT XOL analyses on detailed loss groups as long as the results include a Net of pre-CAT loss perspective. The following table summarizes what CAT XOL supports.

Supported Not Supported

Existing CATRADER industry treaty triggers—Industry Loss Minimum/Maximum, Company Loss Minimum/Maximum, and Starting Event

Industry Loss Triggers

Back allocation to locations/areas that contribute to the treaty recovery

Step-Layer, Gross Participation, Net Participation, UDC, CLF input, or Auto Group

Losses saved by layer and geography are available to Marginal Impact, Loss Group (for event-level and detailed level grouping), CAT XOL, and Loss Comparative analyses.

  You cannot run Marginal Impact, Loss Group, or CAT XOL analyses on the results of Non Catastrophe Peril Analyses.

CAT XOL analyses apply the highest equivalent geographic resolution available in the loss results against which you run the analyses. The highest geographic resolution possible for a CAT XOL analysis is the postcode level and the lowest is an event total.

You can view losses by model or peril after applying CAT XOL if your analysis results include loss by peril or loss by model information.

You can view losses by zones, in the Summary EP Table Zone table, if your analysis results include losses accumulated in zones. You can also filter the zonal analysis results by perils.

Related topics

       Configuring and Running a CAT XOL Analysis

       Detailed Loss Analysis

       Loss Group Analysis

 


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Touchstone 7.0 Updated September 03, 2020