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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Context A major European bank faced the need to overhaul its Internal Ratings Based (IRB) approach for calculating Probability of Default (PD) and Loss Given Default (LGD). Marked by a submission to the European Central Bank (ECB), the project aimed to enhance the bank’s risk assessment accuracy and regulatory compliance, emphasizing the importance of precision […]
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Context Researchers at ULB and UMons have asked us to take part in the « Portraits of Journalists » project. This major survey, conducted by LaPIJ (ULB/UMons), the Center for Journalism Studies (UGhent), AJP and VVJ, aims to present the « Belgian journalist ». Approach We carried out a series of descriptive and inferential analyses (Student-type tests for comparison […]
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Context Ictyodev is a veterinary medicine research laboratory. As part of their research projects, they needed to carry out analyses to compare the efficacy of various methods, for example. Approach As a research laboratory, Ictyodev has precise specifications and specific biostatistical expectations. They carried out their measurements and created their dataset, which they sent […]
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Context As part of a call for projects commissioned by ADEME (Impacts of incentive-based pricing on incivilities in waste management), Ecogeos (a consultancy specialized in waste treatment) asked us to intervene at various stages of the project. Approach The expertise required by ADEME was knowledge of analysis methods adapted to small samples. Ecogeos therefore had […]
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