Financial modelling

Cumpston Sarjeant can provide financial modelling and simulation services in areas such as:

Asset / Liability modelling
Stochastic projections and simulations
Interest rate and other economic modelling

Cumpston Sarjeant has extensive experience in providing detailed actuarial reports regarding non-life insurance arrangements. These include:

Claims modelling and estimation
- Claims size and trend analysis
- Fitting distributional models to past claims experience
- Parameter estimation by a variety of statistical methods
- Goodness of fit and hypothesis testing
Aggregate claims distributions
- Simulation and recursive evaluation of aggregate claims
- Probability of adequacy calculations
Emphasis on reinsurance arrangements such as excess of loss and stop-loss levels

In addition to these non-life areas of practice we also regularly undertake superannuation and fund projections that deal with real life market trends and asset class correlations.