<al-maisan> vitorsilva: what are aggregate loss curves? Can they be computed (inexpensively?) from plain loss curves? Or should they be stored in the database?
<vitorsilva> al-maisan: they are not computed from loss curves, it's a different procedure. an aggregate loss curve describes the probability of exceedance of certain levels of losses for the whole exposure model
<al-maisan> vitorsilva: interesting .. we did not talk about the aggregate loss curves when you were here .. if they are a risk engine output/result we need to store them in the database as well..
<favalex> al-maisan, I agree
<vitorsilva> well they look exactly like a regular loss curve
<vitorsilva> all the information is the same with the exception that only one exists per exposure model (or fraction of)
<al-maisan> aha, there is no need for additional data to be stored .. how would we distinguish them from regular loss curves though?
<vitorsilva> if there is not asset reference, then it must be an aggregate loss curve
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