get https://{host}/platform/riskdata/v1/analyses//rollup-key-losses
Returns key loss statistics for the specified non-exceedance probability (non-EP) analysis.
A rollup analysis calculates summary metrics, segmented metrics, and statistics. Intelligent Risk Platform supports rollup analysis for programs, program variations, and business hierarchies.
Non-EP key loss statistics include stdDev, meanLoss, cv, probabilityOfAttachment, and probabilityOfExhausion:
| Code | Definition | |
|---|---|---|
cv | For non-EP analysis, the coefficient of variation is calculated by dividing stdDev of the event losses by the `meanLoss. Event CV provides a basis for assessing the relative uncertainty in the mean estimate of a loss, such as between perspectives or portfolios. | |
meanLoss | The mean loss represents the expected loss for treaty in scenario. | |
stdDev | The standard deviation of a meanLoss value characterizes the secondary uncertainty associated with that meanLoss value, that is, the uncertainty in an event loss, given that a certain event has occurred. | |
probabilityOfAttachment | The probability that treaty layer will take a loss in a scenario. | |
probabilityOfExhausion | The probabality that losses from at lease one event in a scenario will be sufficient to exhaust treaty layer. |
This operation supports response filtering based the value of a subset of properties. Depending on the property, you may use a combination of comparison operators, list operators, and logical operators.
Entitlements
This operation requires the
RI-TREATYIQentitlement. To learn more, see Entitlements.