Underwriting judgement, actuarial method and engineering sit in the same team, so the number that is priced is the number that is built and the number that is reported.
Proportional, excess of loss and catastrophe XL programmes priced from first principles: burning cost, exposure rating and fitted severity curves, with every assumption left visible.
Clustering, driver ranking and accumulation views that show where a book earns its margin and where it quietly gives it back.
Hazard built from rainfall and satellite records, calibrated to claims experience and expressed as return periods a committee can act on.
Development factors, ultimate projections and loss ratios split into attritional, large and catastrophe, built to be re-run when the data moves.
Rate-on-line and loss models with leakage tested out and explanations attached, so a prediction arrives with its reasons.
Spreadsheet pricing tools rebuilt as audited web applications, with approvals, versioning and tests in place of hidden cells.
Claims keep developing for years after a policy ends. We track how each accident year matures, then project the cells that have not happened yet.