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Portfolio Analysis

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Models tailored to every portfolio

We provide probabilistic portfolio analysis services based on our probabilistic models in Great Britain, India, Thailand and Malaysia.  We are also happy to develop our models to focus on clients’ needs, for example, in previously unmodelled areas. Where possible, we will tailor models to focus on particular aspects of concern such as, areas of high exposure or consideration of specific risk types, where we will provide detailed modelling.

Portfolio analysis results can be provided as raw data output (per-occurrence and annual aggregate loss exceedance curves or event loss tables for ground up and insured results).  

Using our own cat modelling software, JCalf, we provide reports outlining the model details and results, including event-by-event output data which can be transferred into actuarial modelling software. Our reports are designed to meet Solvency II reporting requirements.

We’re also able to analyse any portfolio to provide a figure for probable maximum loss.

For more details on our Portfolio Analysis service, get in touch.