Catastrophe modelling

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Milliman's Swiss non-life team is experienced in assembling vital information on catastrophe bonds. Our data-gathering work allows us to create advanced performance measurement tools for evaluating risk levels in cat bonds.

The process of valuing catastrophe bonds and other insurance-linked securities is complicated. Sometimes, securities can be accurately remodelled using publicly available data published in the offering memo. Other times, it's only necessary to understand the bond's expected performance to value the bond.

Organisations may have difficulty correctly assessing how natural catastrophe risk exposures within company divisions interact with and affect the company as a whole. Milliman offers expertise in creating efficient methods for effective risk exposure modelling. We have developed sophisticated modelling systems for assessing catastrophe risk for clients including insurers, reinsurers, government entities, and other financial institutions.

Milliman's extensive experience extends to financial modelling techniques, particularly those involving Monte Carlo stochastic calculations. Our Swiss consultants provide specialised understanding of statistics, systems programming, risk management, and actuarial science.

In this complex and rapidly changing arena, which carries substantial risks, clients turn to Milliman for independent, unbiased analysis and insight. Our Swiss non-life group adds local knowledge to our global outlook on catastrophe modelling best practices and trends.