Calculation tools

Calculation tools

We continuously work on the development of useful tools for our own purposes or for specific clients’s needs. We provide useful, effective, and easy-to-use calculation tools and robust actuarial systems.

IFRS17 GMA proxy calculator

IFRS17LifeNon-LifeLiabilitiesValuation

GMA proxy calculator is a tool to support IFRS17 implementation

IFRS17 GMA RI held proxy calculator

IFRS17LifeNon-LifeLiabilitiesValuation

GMA RI held proxy calculator is a tool to support IFRS17 implementation

IFRS17 VFA proxy calculator

IFRS17LifeLiabilitiesValuation

VFA proxy calculator is a tool to support IFRS17 implementation

IFRS17 PAA calculator

IFRS17LifeNon-LifeLiabilitiesValuation

IFRS17 calculator for Premium Allocation Approach (PAA)

IFRS17 PAA RI held calculator

IFRS17LifeNon-LifeLiabilitiesValuation

IFRS17 calculator for reinsurance contracts held measured by PAA

IFRS17 Cube solution

IFRS17LifeNon-LifeLiabilitiesValuationPricingAssets

Comprehensive solution composed of cubes covering individual areas of IFRS 17

IFRS17 Transition calculators

IFRS17LifeNon-LifeLiabilitiesValuation

Several tools for Transition calculation under IFRS17 requirements

IFRS17 Eligibility tools

IFRS17LifeNon-LifeLiabilitiesValuation

Assessment of VFA and PAA eligibility according to IFRS 17 requirements

IFRS17 Illustrative models

IFRS17LifeNon-LifeLiabilitiesValuation

Various models illustrating concrete IFRS 17 applications of requirements

IFRS47 reporting tool

IFRS17LifeNon-LifeLiabilitiesValuation

IFRS 17 reporting tool reports the IFRS17 results easily and clearly.

IFRS17 Add-ins

IFRS17LifeNon-LifeLiabilitiesValuationPricingAssets

Tools supporting specific areas including risk adjustment, CSM, onerous test, discount curves, ALM or disclosure and accounting

IFRS17 PAA Planning tool

IFRS17LifeNon-LifeLiabilitiesValuation

The tool to measure the PAA insurance and reinsurance contracts by IFRS 17 requirements over the planning period.

Sophas

LifeLiabilitiesValuationSolvencyPricing

System Sophas is an actuarial system…

SII Standard Formula Calculator

LifeNon-LifeLiabilitiesValuationSolvency

Tool provides calculation according to Standard formula requirements

Solvency II Add-ins

LifeNon-LifeLiabilitiesValuationSolvency

Specific tools covering concrete areas such as cost allocation, XBRL conversion etc.

Liquidity management tool

LifeNon-LifeValuationSolvencyAssetsOptimization

MS Excel tool calculating liquidity indicators based on particular needs.

Non-life Pricing tools

Non-LifeLiabilitiesValuationPricing

Conversion tool, GLM tools, Cluster Analysis tool, GPS Smoothing tool, …

Life Pricing tool

LifeLiabilitiesValuationPricing

Tool calculating base tarif premium with implemented profit testing

Artificial Intelligence applications

LifeNon-LifeValuationPricingOptimization

Tutorials and sample models (in R and Python) applied to real data

Reinsurance optimization

LifeNon-LifeLiabilitiesValuationSolvencyPricingOptimization

Evaluation of reinsurance providing acceptable options and optimal program

ESG Tool

IFRS17LifeValuationSolvencyAssets

Risk-neutral interest rates scenario generator based on Hull-White model

Asset model

ValuationSolvencyAssets

MS Excel tool which provides you with a projection of future cash flows, market values...

Asset model with reinvestments

ValuationSolvencyAssets

The tool is the extension of the original Asset model...

Yield curve fitting

ValuationSolvencyAssets

Determination of the complete yield curve structure

ESG - Yield curve calibration

IFRS17LifeValuationSolvencyAssets

Fast and efficient calibration of the one-factor Hull-White model parameters

ESG - Yield curve simulation

IFRS17LifeValuationSolvencyAssets

The tool provies you with future interest rates risk-neutral scenarios

IFRS17 Smart Assistant

IFRS17LifeNon-LifeLiabilitiesValuationAI

Combination of Artificial Intelligence (AI) and insurance was always the goal!

Claims Reserve Calculator

IFRS17LifeNon-LifeLiabilitiesValuationSolvency

Chain-ladder methods with many analytical features including stochastic techniques

MP Grouping optimization

LifeLiabilitiesValuationSolvencyOptimization

Cluster analysis CLARA based tool selecting real representative model points

IAS19 valuation tools

LiabilitiesValuation

Predefined employee benefits models

Mortality projection tools

IFRS17LifeLiabilitiesValuationSolvencyPricing

Mortality projections based on various (stochastic) models

Assumption conversion tool

IFRS17LifeLiabilitiesValuationSolvencyOptimization

VBA tool for conversion of assumptions into Prophet (FAC) format

Data quality checks

LifeNon-LifeLiabilitiesValuationSolvency

Data quality checks for Actuarial function

Excel Actuarial Functions

LiabilitiesValuationPricingOptimization

The tool is designed to help actuaries with life calculations in MS Excel

Accelerated Life CF

LifeLiabilitiesValuationOptimization

Analytical and Interpolation approximations to determine future CF

DAC and URL calculator

LifeNon-LifeLiabilitiesValuationAssets

Amortization of DAC and URL under US GAAP

XLS to DBF convertor

LiabilitiesValuationSolvencyAssetsOptimization

Conversion of tables from MS Excel to DBF format

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