Software


Rent a Developer

Besides our tools - Reinsurance Pricing Tool and Insurance-linked Security (ILS) Portfolio Optimizer - we also offer developer support. For example, for an investment manager we have created a solution to map events from different models. Or if it is a reinsurance optimizer you require - to optimize cession - let's develop it together by leveraging our existing programmes.

Reinsurance Pricing Tool

  • Pricing of proportional and non-proportional reinsurance
  • Stop loss contracts
  • Experience and exposure rating methods
  • Export of loss to layer distributions to csv files laying the basis for portfolio analysis and reinsurance optimization
  • Import of Year Loss Tables, OEP curves and loss to layer distributions allowing pricing of complex aggregate structures
  • Numerical convolutions instead of simulations for accurate and reproducible results
  • Intuitive interface with import and export functionality to Excel
  • Fast computational kernel programmed in C++

Insurance-linked Security Portfolio Optimizer

  • Computes the optimal Sharpe ratio portfolio
  • Computes the portfolio for a given expected excess return
  • Open source: this project may be acquired with full source code (in R)
  • USD 8'000.- for a non-exclusive licence, including source, excluding developer support
  • USD 1'000.- for 10 hours developer support
ILSOptimizer

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