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Technical expertise

Technical expertise

Our expertise spans all areas of actuarial and data science work. We have significant technical expertise in:

Reserving

  • traditional triangular based reserving models
  • exposure based methods where claims experience is unreliable or inappropriate
  • technical provision calculation methods and assumptions
  • implementation of reserving and technical provision processes in a range of platforms
  • stochastic reserving methods including one-year recognition adaptations
  • the impacts of IFRS 17.

Pricing

  • traditional personal lines and London Market pricing techniques
  • stochastic pricing methods for pricing reinsurance / complex risks or parameterising underwriting risk
  • creation of pricing analytics for underwriters and management
  • creation of ‘connected’ pricing models whether online or with full database support
  • optimisation methods whether for pricing, outwards reinsurance or portfolio re-balancing.

Risk and Solvency II

  • design and implementation of capital model validation
  • standard formula calculations and commonly accepted approaches
  • Solvency II legislation and Internal Model Application Process (IMAP) requirements
  • Lloyd’s and PRA reporting requirements such as Lloyd’s Capital Returns (LCRs) and Quantitative Reporting Templates (QRTs)
  • the construction of Solvency II documents, whether policies, frameworks, logs or reports
  • effective communication of risk information from capital models or other risk indicators.

Capital modelling

  • stochastic and other non-stochastic capital modelling techniques
  • implementation of capital models in a range of platforms
  • methods used in the market-leading catastrophe models
  • methods used by proprietary Economic Scenario Generators (ESGs)
  • capital allocation methods
  • PPO modelling methods.

Data science

  • tree-based models such as decision forests and gradient boosted models
  • neural networks
  • kernel based models and support vector machines
  • unsupervised learning clustering for management information.

Read about how we put our expertise into practice here. ​​This list is not exhaustive, please contact us if you have need of a particular technical skill.

 

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Insight Risk Consulting Limited,
16-18 Monument Street,
London,
EC3R 8AJ

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