Construction of models/patterns

The staff of the Study, during the development of its quantitative character activities, is supported by computer standards tools as Access and Excel, then operating development system like Matlab, APL, R, finalized to the realization, maintenance and customization of dedicated software. Following a list of the principal realized software:

  • actuarial bookstores updating in parametric way
  • platform for the analysis of technical-managerial evolution in property damage insurance
  • valuation of damages reserves with deterministic and stochastic methods
  • perspective simulation of integrated cash flow active and passive
  • model for the life business technical account (CTEC)
  • management of the Dynamic Policyholder Behaviour
  • calculation of the Lapse Risk
  • synthesis of portfolio through Model Point
  • criterions of allocation of the cost
  • calculation of the Premium and Reserves Risk
  • models of financial pricing

Such technological choice is finalized to the realization of strong solutions of calculation, that guarantee the traceability for the most part of the elaborated passages (no black boxes) maintaining open the possibility of a transparent personalization.