Life Insurance Proxy Modelling
Our product is dedicated for actuaries working on capital modelling in Internal Model. It allows to reduce risk and produce more accurate SCR figures as well as improve cost-effectiveness of proxy modelling process by:
- Data preprocessing – automatically handles missing values in risk scenario data.
- Model Selection – automatically recognizes important interactions between risk drivers, models traditional actuarial estimators as well as novel machine learning algorithms such as boosting machines or neural networks together with Explainable AI to meet regulators interpretability requirements.
- Risk Monitoring – compares models and visually inspect results to select the best strategy for your proxy modelling problem. Produces comprehensible visualizations to understand effects on SCR of your modelling.
- Model Deployment & Monitoring – save your project or deploy the best models for production purposes.
Quantee Platform Demo
Get in touch with us to find out how Quantee Platform can help you to solve actuarial data science problems.