Analyze and price retrocessional coverage structures. Optimizes reinsurer protection programs and capital relief strategies.
Reinsurers need retrocessional protection to manage their own catastrophe exposures, but pricing and structuring retro programs requires complex analysis of tail risk, correlation, and capital relief benefits. Manual analysis takes weeks.
Specialized retrocession modeling that analyzes reinsurer exposures, models optimal retro program structures (quota share, CAT XoL, aggregate), prices retro coverage, and quantifies capital relief benefits. Accelerates retro program design from weeks to days.
Model 100+ retro structures in hours
Optimize capital relief vs. premium cost
Tail risk analysis and stress testing
Retro pricing validation and benchmarking
Board-ready retro program recommendations
Annual retro program renewal and optimization
Tail risk protection structuring
Capital relief analysis for rating agencies
Alternative capital vs. traditional retro comparison
Optimize retention levels and reinsurance program structures. Models financial impact across multiple retention scenarios.
Model capital requirements under multiple regulatory frameworks. Optimizes capital allocation across business units and geographies.
Analyze insurance-linked securities opportunities and CAT bond structuring. Models investor returns and sponsor protection levels.