Case Studies

Reinsurance DFA

Dynamo were engaged to carry out a review of the effectiveness of the existing reinsurance programme for a Mauritian insurer. Our client had no previous experience in the stochastic modelling of insurance risk. The exercise was an important step for our client to understand the risk-reward of their current programme, and to explore other programmes that may either increase or decrease the amount of cover in line with their risk appetite. More

In-house actuarial function at approved start-up Lloyd’s managing agent

We have been the in-house actuarial function for a start-up managing agency since early 2014 supporting the managing agency in all actuarial areas in their successful entrance into the Lloyd’s market, with the new syndicate approved to begin writing business in early 2015. We have continued to support the start-up agency post go-live.

The core actuarial work for the SBF, capital model, reserving, pricing and documentation are outlined below. More

Independent Model Validation for large managing agency

We have recently performed and provided subject matter expertise to the independent validation of the capital model built by a large Lloyd’s managing agent. The review included detailed analysis of current documentation and results, discussions with management and piecing all information together to give a clear detailed description of the model strengths and any possible limitations. This is the second annual review of the internal capital model we have performed for our client, with the positive result of transitioning from an “amber” to a “green” Lloyd’s rating. More