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Raincheck NYC
Scenario tree · sensor book as of

If next year is a heavy, medium or low storm season, what loss ratio does today's price run?

Two questions decide the year. First, how many storm days the city gets. Second, how much the book pays on a storm day. Each answer takes one of three historical values, so there are nine outcomes. Every outcome is a distribution, not a point: click a leaf to see the histogram and the storm days behind it.

The tree

What the last three years actually did

Realized payouts of the sensors live in each year, on the one-payout-a-year basis, against today's price pro-rated to the data window. Below each year, the same nine scenarios rebuilt from that year's storm days alone, so you can see what a heavier or lighter version of that year would have cost. Click any cell for its histogram.