Quantium's approach to the analysis of uncertainty is one which combines high quality and leading-edge quantitative techniques with quantitative actuarial judgement. Our consultants, using the various tools available to them, including EMB ResQ, EMB Emblem and EMB Igloo, are equipped to apply a range of stochastic quantitative techniques, including but certainly not limited to:
The analysis of uncertainty can be used to assess risk margins for insurance liability valuation purposes, whether for regulatory or statutory accounts, and to parameterise the reserving and underwriting risk components of internal capital (i.e. DFA) models.
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