Annuity Risk Model - Benefits
- Fully integrated asset and liability modelling. This integration gives the flexibility to model cashflow matching and management actions such as dynamic investment and capital management strategies.
- Understand the impact of alternative asset strategies. There are many strategies that can be implemented to enhance the return on capital of an annuity book. The annuity risk model has access to the full range of assets in the iESG allowing sophisticated asset strategies and associated management actions to be assessed.
- Allows complex interactions between assets. The Annuity Risk Model is implemented as a full Monte-Carlo simulation tool allowing the modelling of joint behaviour of complex assets – not always available in historical simulation or closed form modelling.
- Adapts to evolving business requirements. Insurers have constantly changing – and increasingly sophisticated – needs. The range of models and calibration within the Annuity Model, combined with our ongoing Research & Development programme, can ‘futureproof’ risk models.
- Access to thought leadership. Our team is comprised of actuaries, economists, PhD scientists and software professionals. Collectively they offer a depth and breadth of expertise and an unrivalled track record of experience in implementing stochastic solutions for insurance groups around the world. Clients also gain full access to Barrie & Hibbert’s research library
To find out more about Barrie & Hibbert's Annuity Risk Model, please contact Colin Wilson at This e-mail address is being protected from spambots, you need JavaScript enabled to view it or Sathish Ramdayal at sathish.ramdayal@barrhibb.