Actuarial intelligence for corporate self-insurance

Independent advisory for captive managers and owners.
At the pace of business.

Feasibility studies for captives.

A 5‑year pro forma your board can act on. Loss projections, premium indications, capital adequacy, sized to your business and to your domicile.

  • Loss projections and premium indications, line by line
  • 5‑year pro forma with stressed scenarios
  • Capital adequacy sized to your chosen domicile
  • Fast turnaround
Flood risk animation

Pricing & underwriting where data is thin.

We model perils the market won’t touch and price bespoke coverage language with the same rigour as standard forms. New lines, recaptures, manuscript wordings, priced like the unique risks they are.

  • Pricing for perils with limited or low‑quality data, by nature of the risk or limits of the records
  • Tailored coverage language priced layer by layer, not benchmarked to off‑the‑shelf wordings
  • Forward‑looking modelling for emerging risks and climate‑shifted perils
  • Audit‑ready output your captive manager can defend

Reserves you can rely on.

Case, IBNR and LAE, by line and accident year. Multiple methods reconciled, with a full audit trail. Statement of Actuarial Opinion included, MAAA‑qualified, written to your domicile’s format.

  • Quarterly and year‑end reserve estimation
  • IBNR projection across paid and incurred triangles
  • Annual SAO across US, offshore and European domiciles
  • Independent of audit and management
PAID LOSS TRIANGLE HUSCARL · RESERVING DY1 DY2 DY3 DY4 DY5 DY6 '21 '22 '23 '24 '25 '26 1.4 2.3 3.0 3.5 3.8 4.0 1.2 2.0 2.7 3.2 3.5 1.6 2.5 3.2 3.7 1.5 2.4 3.0 1.3 2.2 1.1 Reserves ULTIMATE LOSS $14.2M IBNR $3.4M SAO · OPINION Reasonable
2027 2028 2029 2030 2031
TIV $424,360,000 $437,090,800 $450,203,524 $463,709,630 $477,620,919
Premium per TIV 0.216% 0.216% 0.216% 0.216% 0.216%
Gross Written Premiums $917,000 $944,510 $972,845 $1,002,031 $1,032,092
Reinsurance $(312,268) $(321,636) $(331,285) $(341,224) $(351,460)
Net Written Premiums $604,732 $622,874 $641,560 $660,807 $680,631
Gross Earned Premiums $917,000 $944,510 $972,845 $1,002,031 $1,032,092
Net Earned Premiums $604,732 $622,874 $641,560 $660,807 $680,631
Losses $(186,120) $(191,704) $(197,455) $(203,378) $(209,480)
Loss expenses $(18,612) $(19,170) $(19,745) $(20,338) $(20,948)
Operating expenses $(100,000) $(55,000) $(60,500) $(66,550) $(73,205)
Premium taxes $(2,293) $(2,361) $(2,432) $(2,505) $(2,580)
Net Underwriting Income $297,708 $354,639 $361,428 $368,036 $374,418
Net Underwriting Income (in %) 32.5% 37.5% 37.2% 36.7% 36.3%
Investment Income $37,500 $48,236 $57,868 $67,892 $78,312
Net Pre-Tax Income $335,208 $402,875 $419,296 $435,927 $452,730
NOL balance $- $- $- $- $-
NOL used this year $- $- $- $- $-
Taxable Income $335,208 $402,875 $419,296 $435,927 $452,730
Federal Income Tax $(70,394) $(84,604) $(88,052) $(91,545) $(95,073)
NOL carry-forward $- $- $- $- $-
Net income $264,814 $318,271 $331,244 $344,383 $357,657
Net income (in %) 28.9% 33.7% 34.0% 34.4% 34.7%
Net Earned Premiums to Equity 34% 30% 27% 24% 22%
Per Occurrence Retention to Equity 142% 120% 104% 91% 80%
Loss and Loss Expense to Net Premiums 33.9% 33.9% 33.9% 33.9% 33.9%
Total Operating Expenses to Net Premiums 16.5% 8.8% 9.4% 10.1% 10.8%
Combined ratio 50.4% 42.7% 43.3% 43.9% 44.6%
Overall Liquidity 1996% 2273% 2545% 2813% 3075%

Capital that is working, not parked.

Solvency stress testing, reinsurance modelling, dividend capacity, quantified, so your captive’s capital does what it is supposed to do.

  • Capital adequacy and solvency under stress scenarios
  • Reinsurance program modelling: layers, attachment, cession
  • Dividend capacity calibrated to your domicile’s rules
  • Forward‑looking for fat tails, new lines, climate‑shifted perils

What's on your mind?