I advise a range of insurance and reinsurance clients on matters including the design, building, and validation of capital models for Solvency II.
During my time at LCP, I have developed several new techniques for dependency modelling within capital models and for presenting the results of such models. In addition to this, I co-chair LCP’s Heads of Capital Forum which uses anonymous polling to prompt discussion around topical issues in modelling.
I am a qualified Chartered Accountant which means I also provide insight on accounting issues that arise as part of financial modelling. My interest in stochastic models has led to me recently presenting at GIRO on “Making the most of your granular claims data".
LCP consistently deliver a quality service in a way that makes my working life easier.
How I can help
Your capital model can be a powerful tool for understanding your risk profile and making better business decisions, in addition to calculating regulatory capital.
Insurance regulation has become tougher and more sophisticated. We can help you meet regulatory requirements in a way that adds value to the business.
Data has always been the lifeblood of insurance. The recent explosion in the volume of data available to insurers provides great opportunities but will also generate more intense competition.
Reserving adequacy is crucial to succeeding in the insurance market. But some of the biggest risks to your reserves are not reflected in the historical claims data.
Risk management is at the core of the insurance business. We can help you strengthen the links between strategy and risk management, increasing your chances of business success.
Our independent validation advice helps you to use your models with greater confidence and to meet regulatory requirements efficiently.