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Actuarial consulting

Solvency II

Whether you choose to use standard formulae or introduce your own (partial) internal model, you can rely on our expertise in the development and implementation of actuarial methods. You can apply enterprise-specific parameters to the standard formulae in order to optimise your capital requirements.

Enterprise models

We can help you to set up and extend deterministic and stochastic valuation and projection models for your enterprise and your insurance portfolio. We have everything covered: from MCEV methodology and the calculation of replication portfolios through to asset and liability management. As we are not tied to any particular software, we can work with all of the main software solutions available on the market. This means that we can respond flexibly to your needs and if required implement enterprise-specific solutions.

Product development

The introduction of variable annuities and dynamic hybrid products in response to the current sustained period of low interest rates and customer demand for both security and attractive returns present a huge risk to insurers. You can avoid repeating the mistakes made by other companies by drawing on our in-depth expertise in the area of insurance products akin to capital investments. We can advise you on the design process and on the integration of products into your IT systems and risk model.

Risk management

We can help you to implement risk strategies and an organisational framework to incorporate the requirements of MaRisk VA and Solvency II and create a system of active risk management. Our wide-ranging experience is particularly valuable if you intend to use quantitative investment portfolio optimisation techniques with due regard for the liabilities side or to derive a value-based risk and limit management system from your risk model.

IT solutions

The task of integrating an actuarial kernel into your risk system while automating and ensuring the quality of data supplies is one of the major challenges of setting up a risk management system. Our team combines outstanding methodological expertise with excellent IT skills. As a result, we can guarantee a smooth transition from the industry-specific design stage through to system-based implementation.