Context Supporting the back testing of several technical frequency and severity models: Check the adequacy between the cost predictions provided by the technical model and the costs actually observed over the past year. In other words, comparing the theory, as predicted by the model, and reality. Based on the backtesting results, propose adjustments to the […]
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Context Custy has established itself as a major player in the development of digital solutions dedicated to the insurance industry. There are present in France, Belgium and Luxembourg. Approach Needs analysis to include group insurance in an existing sofware previously focused on the management of individual life insurance products. Actuarial analysis of the formulas associated […]
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Context Supported the performance of claims history analysis and of ultimate loss ratios estimations. Including: Management summary Description of the datasets Description of the actuarial methods Results of the analysis Sensitivities to the most relevant assumptions
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Context Supported pricing teams with Data transformation and data visualization of the input dataset : exposure graphs, marginal impact graphs, correlation analysis, outlier detection… Additional analyzes based on the input dataset Technical pricing of the new products using GAM models : implementation of an interative procedure whose goal is to determine the optimal model + […]
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Context Supported pricing teams with Data transformation and data visualization of the input dataset : exposure graphs, marginal impact graphs, correlation analysis, outlier detection… Additional analyzes based on the input dataset Technical pricing of the new products using GAM models : implementation of an interative procedure whose goal is to determine the optimal model + […]
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Context Custy has established itself as a major player in the development of digital solutions dedicated to the insurance industry. There are present in France, Belgium and Luxembourg. Approach Actuarial analyses related to the migration of a portfolio from insurance company A to insurance company B. Use and transformation of a VBA code designed to […]
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