Some examples of our work

Case Study

One of the leading UK annuity writers has been licensing Barrie & Hibbert's Annuity ALM Model since 2002. 

This model fully integrates the Barrie & Hibbert Insurance Economic Scenario Generator with detailed annuity liability modelling functionality, including stochastic mortality modelling.  

This integrated approach enables the modelling of sophsticiated investment strategies such as dynamic cashflow matching and a range of credit re-balancing strategies.  

Over the last five years, the model has become the client's key asset-liability management tool in its significant and growing annuity business. 

The client's application of the model has extended from an initial focus on annuity new production design and pricing, to capital management strategy for existing business and most recently the FSA Pillar II's Individual Capital Assessment.  

Case Study

The UK subsidiary of a European based multi-national insurer began using the iESG in 2002, focusing on product design, pricing and hedging. 

In 2003, they extended the iESG to implement the UK's new market-consistent, risk-based regulatory capital regime.  

The iESG was then rolled out to the Groups' risk team based in Europe in 2005 as part of the effort to develop group-wide MCEV and economical capital measures.   iESG was also implemented by their US subsidiary. 

Today, Barrie & Hibbert supports this Groups' iESG needs, through a 3-hub support arrangement covering UK, Europe and the US.