overview

Our team of Numerix financial engineers believe that model best practices involve looking at the trades in question, looking at the underling risk factors and market data that is relevant for this pricing, and generally looking at all of the inputs that go into the model—and then making intelligent choices on all of these inputs.

This can get very complex.

Our quantitative advisory services help you navigate this complexity and chose the right input, for the right situation. We believe that model best practices is really about doing a global search of the options that exist or the variations that exist and making a recommendation: “This is the best way to model this deal.” We also include calibration as part of model best practices.

capabilities
Full Service Approach   VA/EIA modeling services include designing the right set of cashflow logic to model variable annuities, equity index annuities, fixed annuities, and other investment linked insurance products.
Experienced Practitioners   Numerix has deep experience working with the world’s largest insurance companies. Our annuity modeling services team is comprised of actuaries and financial engineers skilled in advanced modeling with many years of experience working for leading insurers. 
Advanced Models   By selecting Numerix, your annuity models are founded on the market-tested industry-leading Numerix model library of advanced models, Learn More. 
Capturing Market Risk   Our experienced team selects appropriate market model combinations with consistent calibrations and Economic Scenarios to capture a wide range of market risks.
Customized Approach   Tailored to each client’s unique product mix and bespoke set of features, allowing for the subjectivity and interpretation vital to creating effective annuity models.

 

Benefits & Features
  • Leverage Deep Capital Market Experience
    Numerix financial engineers bring expertise across the capital markets to guide you toward achieving model best practices. Our team, with 65+ PhDs and 60+ advanced degrees in financial disciplines, helps you navigate the complexity and ultimately chose the right model input, for the right situation.
  • Helping Our Clients Meet Regulatory Requirements
    Helping our clients to achieve industry best practices enables them to more easily meet evolving regulatory requirements surrounding complex derivatives.
Case studies
Lehman Brothers Holdings, Inc. Valuation Services...
Northern Trust Corporation Valuation Services...
Additional Resources
Product Collateral
Numerix Quantitative Services Brochure: Our Global Team of Financial Engineers and...
Service
Numerix Quantitative Services

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