Stochastic Proyections Insurance

Sector / Insurances

Software to project the portfolio flows of assets, premiums and liabilities at the same time.

Calculate the Best Estimate and the value of optionality for policy surrender and profit sharing.

The stochastic analysis allows projecting multiple scenarios with many intermediate points as mature or repricing flows. This will allow correlation between risk factors, improves the accuracy of the calculations and obtaining a wide distribution of outcomes.

Main features:

  • Integrates investment portfolios with premium portfolios, fixed expenses and benefits data.
  • Complete ALM analysis. At a given date it projects future receipts and payments, whether they are certain or not -floating references for example- or contingent, -such as futures, options, forex, IRS, Swaps, etc.-. Reinvests all intermediate flows to the final date of simulation.

  • You can enter the following data: profit sharing, minimum interest rate guaranteed and policy surrender table.
  • On line what if, worst case and stress test.
  • Results: