Sample of works and studies realised in the past for reinsurers/insurers/brokers

In 20 years of existence Catco has realised a wide range of works and studies for various actors of the insurance industry that can be classified into 3 types:

1. Development of pricing software
2. Studies and modeling
3. On site long-term missions

1 : Pricing software for reinsurance/insurance

• For a main actor of Africa/Middle East reinsurance markets: full suite of pricing tools for non proportionnal reinsurance developped on Excel - VBA language. The tools propose a panel of methodologies to quote treaties: traditionnal methods based on statistical analysis of loss/exposure history, modeling + Monte Carlo simulation processes, exposure rating. A specific tool has been developped for liability reinsurance treaties, with extrapolation methods for estimating the final amount of historic losses. The impacts of Stability/SIC clause and financial discounts are also covered.
• For the cession department of a major french insurer: Excel base - VBA langage - tool to extrapolate final amount of liability losses and estimate the cost of non proportionnal reinsurance of its liablity portfolio.
• For a major reinsurance broker of the french market: DFA tools to analyse the global impact of reinsurance for client insurers. The tool is considering all possibilities of reinsurance combination (Quota share + XS of loss + Stop losses)
• For an insurance broker based in France: tool to price construction liability insurance contracts for local contractors like carpenters, masons, etc...
• For a reinsurer of the Indian market: development of a specific tool to price and analyse agriculture quota shares and stop losses based on PMFBY scheme. The developemnt included vast research of data to modelize the risk.
• ...

2 : Studies and modeling

• For a french reinsurer: flood exposures modeling : vast bibliographic research followed by development of models to classify and quantify flood exposures in France
• For various french insurers:
   -modeling of construction liability losses on decennal basis + development of a tool to estimate reinsurance costs
   -modeling of 'catnat' losses
   -mapping of Seveso industrial risks
   -modeling of aviation risks
   -Combined analysis of wind speeds and losses for several historic storms, using MeteoFrance database, GISs and companies loss database
   -Miscellaneous economic studies requiring the use of multiple database from various sources, especially french statistical office INSEE, mapping database from french national map services IGN and other countries equivalent services, cadaster database,...
  ...

2 : On site missions

• Several renewal campaigns for various reinsurers to analyse and quote treaties
• For a french insurer : preparation of various studies and files about the company storm exposures to be submitted to french authority ACPR for Solvency II requirements
• ...