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

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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Shamim Ahmed Khan
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61 views

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

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.

Uploaded by

Shamim Ahmed Khan
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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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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