Reinsurance: filtering for other fields (LOB, CountryCode, Cedant, Producer, ReinsTag)

[johcarter]

No description provided.

[johcarter]

More detail:

Working filters:
PortNumber
PortNumber, AccNumber
PortNumber, AccNumber, PolNumber
PortNumber, AccNumber, LocNumber

To do:
LocGroup
ReinsTag
CountryCode
CedantName
ProducerName
LOB

The above fields are used to 'scope' treaties, which means to specify which subset of locations in the location file the reinsurance contract should apply to, with reference to the matching fields and values found in oed location and account.

LocGroup, ReinsTag and CountryCode are found in the location file and filtering is applied to locations, whereas CedantName, ProducerName, LOB are found in the account file and filtering is applied to accounts (and all locations under the account meeting the criteria will be in scope of the treaty).

How a treaty is scoped may be unrelated to the RiskLevel specified for the treaty. For example, a Per Risk treaty with RiskLevel = LOC does not have to have each LocNumber listed in scope on separate rows. The RiskLevel only indicates how risk attachment/limits will be applied to the losses in scope. (The exception is ReinsType=SS where each risk ,as defined by RiskLevel, must have a PercentCeded specified in the scope file with one 'Risk' on each row.)

The 'to do' filter fields above may all be used individually as filters, independently of PortNumber, AccNumber, LocNumber, PolNumber. LocGroup may be specified without reference to a PortNumber and AccNumber. (This is different to LocNumber which must also have PortNumber and AccNumber specified because LocNumber is not unique to a Portfolio and Account. LocGroup is assumed to be unique across portfolios and accounts)

All scope filter fields may be used in combination.

The use of multiple scope fields within a row in ri scope are interpreted as AND logical statements

• Example: say LocGroup and PortNumber were both specified in one row for ReinsNumber=1, then only the locations with both the LocGroup specified value and the PortNumber specified value would be in scope of the treaty. A location must meet all conditions to be in scope.

The use of multiple scope fields across multiple rows in ri scope for the same ReinsNumber are interpreted as OR logical statements to define treaty scope.

• Example: say LocGroup was specified in the first row for ReinsNumber=1, and PortNumber and CountryCode was specified in the second row for ReinsNumber=1, then all locations meeting either the LocGroup criteria OR the PortNumber AND CountryCode criteria are under the scope of the treaty. A location must meet the conditions of at least one row to be in scope.

[johcarter]

piwind_scope_test.zip

[benhayes21]

merging this in #698

[johcarter]

Older duplicate of #1454