INSURANCE

Actuarial analytics and risk intelligence.

Quantitative systems for pricing, reserving, solvency and catastrophe risk.

Selected examples of actuarial workflows designed for insurance portfolios and risk management.

Mortality Lee-Carter

Forecasts mortality and longevity trends across age and time, supporting life insurance pricing, annuity valuation, reserving, capital planning and actuarial scenario analysis.

Reserving Chain Ladder + Mack

Estimates ultimate claims and outstanding reserves from incomplete claims development, while quantifying reserve uncertainty through the Mack framework and prediction-error analysis.

Solvency II — BEL, SCR and GOC Sensitivity Analysis

Decomposes liabilities and solvency capital across groups of contracts, identifying the portfolios driving BEL, SCR and sensitivity to interest-rate stress.

Hurricane Risk

Analyses historical hurricane frequency and intensity to support catastrophe pricing, underwriting limits, reinsurance design, exposure monitoring and capital-risk assessment.

Hurricane Catastrophe Risk

Maps hurricane tracks and landfall exposure to identify geographic concentrations of catastrophe risk and support underwriting, accumulation management and reinsurance decisions.

Estimated Ultimate Claims

Projects incomplete claims to their expected ultimate cost using historical development patterns, providing a transparent basis for reserve estimation and actuarial closing.

Life Insurance Portfolio Compression

Reduces large life-insurance portfolios into representative policy sets while preserving the key liability, cash-flow and risk characteristics required for valuation and stress testing.