POLICYHOLDER COMPRESSION (iREPLICATE)
Regardless of what valuation platform you use, our Compression toolkit can dramatically reduce model runtimes and the associated cloud computing costs. The toolkit consistently helps clients achieve significantly higher compression ratios, and at the same time lower replication error, relative to other compression approaches
WHAT WE DO BEST
Policyholder compression for the stochastic world
Reduce costs
In a cloud-based world, runtime savings translate directly to cloud cost savings. We can reduce your input policyholder record counts between 100:1 and 500:1, making your actuarial models run commensurately faster. Our clients often experience annual operating cost savings measured in millions of dollars.
High fidelity
Go beyond clustering. Whatever insurance products you’re modeling — and whatever your valuation methodology – our Compression module replicates your liabilities with high fidelity across the projection period. Compression maintains fidelity for fair-value based valuations, tail measures, liability greeks — and even nested stochastic projections.
Easy implementation
No need for a lengthy model implementation: Our Compression toolkit can be implemented in your environment, or run as a service on our web-based platform, without changing your existing valuation infrastructure.
And our experience applying the toolkit to hundreds of different compression problems can help you tune the compression to your specific needs. We can help you get started faster, so you can focus less on your models and more on your business.
OUR PRODUCTS
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Contact us to learn more about how Stoch Analytics can help you navigate the stochastic world