Client's Portfolio Analysis

We provide quick and affordable portfolio analysis services for (re)insurance and retrocession portfolios in the, including pre-analysis exposure services and post-analysis loss reporting and presentation.

Many insurance and almost all reinsurance companies rely on catastrophe models to assess and manage catastrophe risks. However, due to limited resources available to some companies, direct access to such models may not be feasible for all companies particularly many primary insurance companies. CATRisk® provides consulting services in the form of portfolio analyses on client-specific exposure using our Cat Risk Models.
Such consulting services include the following steps based on the data quality and desired scopes specified by our clients:

  • Cleansing and reformatting of client’s data to prepare an OED (Open Exposure Data) file.
  • Geographical disaggregation of client’s aggregate data using CATRisk Disaggregation module SIMORQ.
  • Assignment of country-specific vulnerability functions by line of business, coverage and building characteristics.
  • Estimation of probabilistic site hazard based on simulation of a wide range of probabilistic earthquakes hypothesized by the seismic model.

  • Probabilistic earthquake losses assessment using high resolution model on Facultative and Treaty portfolios and financial analyses to derive Ground Up Loss and Gross Loss statistics such as Annual Aggregate EP (AEP), Occurrence EP (OEP), Annual Average Loss (AAL), Event Loss Table (ELT) and Year Loss Table (YLT) and at various detail or aggregation and insurance or reinsurance levels.
  • Our service includes a technical report describing client’s portfolio and additional enhancement made through cleansing and reformatting and also technical and regional characteristics of earthquake loss modelling. It also includes all assumptions made to fill the gap or enhance exposure data and further graphics and maps illustrating exposure and loss distributions.