Insurance Value-based Management

Financial planning and controlling tool for insurance companies, non-life and life versions. Used as strategic planning tool in major insurance companies at group and group company level. Features include:

·  Risk capital simulations for assets and liabilities, based on risk models defined by customer. Results include risk capital on stand-alone basis and after diversification across different insurance business lines, and between assets and liabilities
·  Database architecture allows to create separate models for decentral planning and calculations, planning results can then be integrated in central model
·  Planning can be done at the line of business (for non-life) and product (life) level, asset allocation for fixed interest and equity in different currencies; products for group life and individual life can be defined separately
 
·  Output includes impact of plan on risk capital and value of company; can be aggregated along multiple dimensions (e.g., group and group company, line of business, assets and liabilities)

 

  

 


 

Time-steps Applied Mathematics, Informatics and Statistics
Tel: +41 44 776 14 34 - Fax: +41 44 776 14 39