An aggregate portfolio is a collection of exposure values, aggregated by geographic unit (e.g., CRESTA) and line of business (e.g., Commercial).
Aggregate portfolios enable ALM analysis. The aggregate loss models (ALM) analyze an aggregate portfolio by matching the geographic resolution and the line of business of the exposure data to an ALM profile. ALM calculates the frequency, severity, and associated losses of catastrophic events for an aggregate portfolio.
Aggregate Portfolio ├── id ├── number* ├── name * ├── source ├── Cedant * ├── currency ├── createDate └── Peril *