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Actuarial Modeling

We support our clients (life as well as general insurers) in the following areas:

Actuarial methods

  • valuation of insurance liabilities and economic balance sheet
  • standard models vs. company-individual valuation methods
  • solvency capital and economic capital
  • risk allocation and limit system
  • profit test and embedded value

Implementation of actuarial models

  • cash-flow projection models
  • risk models
  • nested stochastics
  • DFA
  • financial mathematics
  • statistical data analysis and data mining

Results of actuarial models

  • asset liability studies
  • Solvency II
  • pillar 1: balance sheet, SCR, own funds
  • pillar 2: ORSA, actuarial function report
  • pillar 3: QRT, narrative reporting
  • data mining analyses for the extraction of information from data

Integration in business processes

  • Market Consistent Embedded Value (MCEV) and New Business Value (NBV)
  • risk management, governance, reporting
  • use test, risk- and value-based management and Enterprise Risk Management (ERM)
  • product strategy and strategic asset allocation under Solvency II
More Information

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More information is available on our German site