forked from INET-Complexity/isle
/
isle_all_parameters.txt
38 lines (38 loc) · 1.45 KB
/
isle_all_parameters.txt
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riskmodel_inaccuracy_parameter, 1.5, 4
riskmodel_margin_of_safety, 1, 4
value_at_risk_tail_probability, 0.0001, 0.05
norm_profit_markup, 0.1, 0.5
dividend_share_of_profits, 0.01, 0.5
insurance_firm_market_entry_probability, 0.05, 0.95
reinsurance_firm_market_entry_probability, 0.05, 0.95
default_non-proportional_reinsurance_limit, 0.5, 1.0
default_non-proportional_reinsurance_premium_share, 0, 1
insurance_reinsurance_levels_lower_bound, 0, 0.3
insurance_reinsurance_levels_upper_bound, 0.3, 0.6
reinsurance_reinsurance_levels_lower_bound, 0, 0.3
reinsurance_reinsurance_levels_upper_bound, 0.3, 0.6
capacity_target_decrement_threshold, 1, 2
capacity_target_increment_threshold, 1, 2
capacity_target_decrement_factor, 0.85, 1
capacity_target_increment_factor, 1, 1.2
insurance_retention, 0.4, 1
reinsurance_retention, 0.4, 1
premium_sensitivity, 1, 10
reinpremium_sensitivity, 1, 10
insurers_balance_ratio, 0, 30
reinsurers_balance_ratio, 0, 30
cash_permanency_limit, 1, 1000
insurance_permanency_contracts_limit, 1, 100
insurance_permanency_ratio_limit, 0.4, 1
insurance_permanency_time_constraint, 2, 96
reinsurance_permanency_contracts_limit, 1, 100
reinsurance_permanency_ratio_limit, 0.4, 1
reinsurance_permanency_time_constraint, 2, 96
initial_agent_cash, 10000, 500000
initial_reinagent_cash, 1000000, 10000000
interest_rate, 0, 0.01
upper_price_limit, 1, 2
lower_price_limit, 0.5, 1
max_scale_premiums, 1, 2
scale_inaccuracy, 0, 1
reinsurance_premium_adjustment_amount, 0, 1