Works and Studies



Sample of Works and Studies

Since 2001, Catco's interventions have covered various fields of the insurance and reinsurance industry as well as related topics like geocoding addresses and mapping risks. Catco worked for major insurers, reinsurers, brokers as well as other specific companies willing to investigate their catastrophe exposures. Clients include big names of the industry like Axa, Groupama, CCR, Willis Re, XLre, ...You will find below a sample of the most recent works and studies carried out :

    Scoring of vendor's catastrophe models: for a major French insurer, definition and development of a tool -based on the scoring of about 100 points- to evaluate several models used by the client to estimate its exposure and loss potential to catastrophes, especially storms.
    Methodology of calculation of flood exposures: for a major French reinsurer, development and validation of a new and detailed methodology to calculate exposure to flood, especially contents, for non residential risks, depending on the activity of the risk. Research and selection of the most appropriate damage functions for each activity
    Identification of flood prone risks in France: for the marketting division of a flood defence systems vendor, identification of French businesses exposed to flooding by geocoding addresses and mapping them againsts Catco's proprietary flood zoning for France, by rivers and submersion areas (about 200 rivers)
    Liability reinsurance pricing tool: for the cessions's actuarial service of a French insurer, development of a tool for calculating asif losses and pricing liability reinsurance, in order to make their own opinion on the need of capacity and their reinsurance budget
    Reinsurance DFA tool: for a major reinsurance broker, development of a DFA tool simulating the financial impact on insurers's balance sheet of complex reinsurance structures, gathering any number of lines of businesses and reinsurance programs
    Renewal seasons for reinsurers: several renewal seasons for non life reinsurers, for analyzing and pricing treaties, among which CCR, XLre, Flagstone Re, Transtlantic Re.
    Solvency II: writing documents for ACPR about catstrophe exposure monitoring: for a major French insurer, writing of several important documents for approval by ACPR of the methodologies put in place for monitoring catastrophe exposures and evaluating their financial impact to meet Solvency II requirements (ACPR is the French commission controling banks and insurers financial robustness)