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  • Work Sample:: GU AAL by LOB - All Perils Combined GU AAL by Sub-Perils All Lines

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    Shamim Ahmed Khan
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    As a broker, we help clients manage risk at the account and aggregate level for various types of insurers and reinsurers. The author runs modeling software to assess natural catastrophe risks across different lines of business using client exposure data. They produce annual aggregate loss estimates and probable maximum losses by location to identify top risk drivers. The author also verifies exposure data accuracy and assumptions. They perform stochastic analysis to provide probabilistic maximum loss estimates under different return periods as well as other metrics like average annual loss. Exposure maps are also generated to visualize client risk locations.

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    CAT Modeling Analytics

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    As a broker, we help clients manage risk at the account and aggregate level for various types of insurers and reinsurers. The author runs modeling software to assess natural catastrophe risks across different lines of business using client exposure data. They produce annual aggregate loss estimates and probable maximum losses by location to identify top risk drivers. The author also verifies exposure data accuracy and assumptions. They perform stochastic analysis to provide probabilistic maximum loss estimates under different return periods as well as other metrics like average annual loss. Exposure maps are also generated to visualize client risk locations.

    Copyright:

    © All Rights Reserved
    Scarica in formato XLSX, PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    39 visualizzazioni1 pagina

    Work Sample:: GU AAL by LOB - All Perils Combined GU AAL by Sub-Perils All Lines

    Caricato da

    Shamim Ahmed Khan
    As a broker, we help clients manage risk at the account and aggregate level for various types of insurers and reinsurers. The author runs modeling software to assess natural catastrophe risks across different lines of business using client exposure data. They produce annual aggregate loss estimates and probable maximum losses by location to identify top risk drivers. The author also verifies exposure data accuracy and assumptions. They perform stochastic analysis to provide probabilistic maximum loss estimates under different return periods as well as other metrics like average annual loss. Exposure maps are also generated to visualize client risk locations.

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    © All Rights Reserved
    Scarica in formato XLSX, PDF, TXT o leggi online su Scribd
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    di 1

    Work Sample:

    As a broker we help our clients in manage their risk (account level & aggregate level) in a better way. Who are our clients?

    Property Owners Commercia


    Insurers Personal
    Reinsurers Auto
    Rating Agencies
    Wind
    My Capabilities: Storm Surg
    Running RMS & RQE models across various lines of business like Commercial, Personal, Energy, Manufacturing, Offshore, Marin/Cargo etc. to assess/evaluate the NAT CAT risks.
    Use exposures provided by client and produce AAL and PML by location to understand the risk driving the losses.
    We provide CAT Analytics for all lines of Business combined and individual lines of Business as well.

    GU AAL by Sub-perils all lines GU AAL by LOB - All perils combined

    9.00% 12.00%

    18.00% Commercial
    Wind
    Personal
    Storm Surge
    Auto
    70.00%
    91.00%

    Prior to CAT Analytics we do exposure profiling which includes:


    Data Summary -- Data completeness vs Data Accuracy
    Multi-country data covering all the NAT CAT perils.
    Verifying the accuracy of all the assumptions taken for all the modellable modifiers and providing our assumption as well in case of any discrepancy.

    In CAT Analytics, we import all the client exposures into the RMS and RQE models and geocode to obtain the location profile.
    Stochastic analysis of portfolio risk and provide PMLs.
    Apply limits, retention, deductibles, reinsurance CAT treaties, CAT XOL, etc. to arrive at Gross Loss, Net PreCAT, Net PostCAT etc.
    Provide Stuctural profile and location level AALs, Account/policy level AALs etc. to identify the top drivers.
    Reinsurance Submission
    Sample PML
    Return Period Earthquake Windstorm Tornado Flood
    20 99999 99999 99999 99999
    50 99999 99999 99999 99999
    100 99999 99999 99999 99999
    250 99999 99999 99999 99999
    500 99999 99999 99999 99999
    1000 99999 99999 99999 99999
    AAL 99999 99999 99999 99999
    Std. Dev. 99999 99999 99999 99999
    Exposure 99999 99999 99999 99999

    We also give exposure Maps to our clients to show them where there risks lies on the map.

    Note: These are few Samples of my work and have random values. I would be really happy to discuss my work further in detail over phone.

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