Ten browser-based tools for insurance professionals, actuaries, and InsurTech teams: embedded insurance unit economics, P&C combined-ratio benchmarking, NAIC RBC and cross-regime solvency capital, reinsurance burning-cost / XL layer pricing, parametric & ILS trigger design with basis-risk estimation, pure-premium ratemaking adequacy, cyber accumulation & PML modelling, solvency regime comparison across Solvency II / NAIC / Bermuda / IRDAI, and chain-ladder / Bornhuetter-Ferguson reserving. Solvency II · NAIC RBC · CAS · Lloyd's RDS · EIOPA. Client-side. Zero PII.
Follow the insurance lifecycle workflow below, or jump directly to the tool you need. All tools run in your browser: no account, no data transmission.
Model unit economics for embedded insurance products: GWP, combined ratio, underwriting profit/loss, breakeven loss ratio, and breakeven attachment rate. Covers 10 product types and 6 distribution channels. Monthly P&L waterfall, sensitivity table (±5% LR × ±5% attach rate), and IDD/FCA FG24/1 regulatory flags. IDD · FCA FG24/1 · EIOPA.
Open ToolDesign a parametric / catastrophe-bond trigger structure: attachment, exhaustion, and payout function (linear / binary / step): then model expected payout, premium indication and rate on line, and quantify basis risk via the (1−r²) approach. Inline SVG trigger diagram, peril frequency reference (NOAA/USGS/JMA/JRC), and trigger-type comparison. ILS · Parametric Standards.
Open ToolRun the pure-premium (exposure-based) ratemaking method per CAS principles: trend and on-level the experience, compute weighted pure premium and permissible loss ratio, derive the indicated rate change, and apply credibility weighting (classical / square-root / full). Year-by-year table, adequacy verdict, and trend/PLR sensitivity. CAS Ratemaking Principles.
Open ToolCalculate indicative SCR using the Solvency II Standard Formula (Delegated Regulation EU 2015/35). Covers non-life underwriting risk (11 LoB premium/reserve factors), equity, interest rate, property, FX, and counterparty default (Type 1) modules, with BSCR aggregation using prescribed correlation matrices. Diversification benefit, SCR coverage ratio, and module breakdown. EIOPA · CDR 2015/35 · PRA SS9/15.
Open ToolCalculate a simplified NAIC RBC ratio for a US P&C insurer: R0–R5 charge components with the prescribed covariance adjustment, Authorized Control Level RBC, and ratio against all four action levels (CAL 200% / RAL 150% / ACL 100% / MCL 70%). RBC gauge, component breakdown, capital-buffer targets, and premium sensitivity. NAIC RBC · Model #312.
Open ToolCompute required capital under four regimes: EU Solvency II (SCR), NAIC RBC (US), Bermuda BSCR, and IRDAI Solvency Margin: from one shared simplified balance sheet, then identify the binding constraint and excess buffer under each. Regime comparison table, capital-stack chart, and sensitivity toggle. Cross-links T447 and T457. Solvency II · NAIC · BMA · IRDAI.
Open ToolCompute Loss, Expense, Combined, and Operating ratios from premium/loss/expense inputs across 12 lines of business. Benchmark against AM Best / NAIC industry medians with colour-coded adequacy zones, and flag the NAIC IRIS solvency threshold (CR > 115%). KPI cards, benchmark gauge, decomposition chart, and interpretation panel. AM Best · NAIC IRIS.
Open ToolPrice an excess-of-loss reinsurance layer using the burning-cost method: trend and IBNR-develop historical losses, apply the as-if layer (per-occurrence or aggregate XL), and derive burning-cost rate, technical rate, technical premium, and reinstatement cost. Year-by-year table, 5×5 attachment×limit sensitivity grid, and credibility warning. CAS Ratemaking Principles.
Open ToolEstimate portfolio-level cyber PML at multiple return periods from aggregate book inputs only: attritional expected loss plus systemic-event PML across mass-ransomware, cloud-outage, infrastructure, and supply-chain scenarios. PML heat map, tail-risk summary, concentration indicators, and the Lloyd's RDS accumulation alert (1-in-100 > 25% of aggregate limit). Lloyd's RDS · NAIC Cyber.
Open ToolEvaluate loss reserve adequacy using both the Chain Ladder (CL) and Bornhuetter-Ferguson (BF) methods. Input a paid-loss development triangle (up to 10 accident years × 10 development periods), derive LDFs and tail factor, compute CL and BF ultimate losses, and output reserve redundancy / deficiency with an adequacy verdict. CAS Reserving · IBNR.
Open Toolv1.0 · Jun 2026 · 10 Tools · Cat-30 · Insurance & InsurTech
Use T462 for chain-ladder and Bornhuetter-Ferguson IBNR reserve adequacy checking. Use T459 to apply the pure-premium ratemaking method with credibility weighting. Use T456 to price XL layers with IBNR-developed historicals.
Use T447 for Solvency II Standard Formula SCR calculation across underwriting, market, and counterparty modules. Use T457 for NAIC RBC ratio against all four action levels. Use T460 for cross-regime capital comparison across four jurisdictions.
Use T446 to model embedded insurance unit economics: GWP, combined ratio, and attachment rate sensitivity: across 10 product types and 6 distribution channels. Includes IDD / FCA FG24/1 regulatory flag output.
Use T456 to derive burning-cost rates for XL treaty negotiations with per-occurrence and aggregate structures. Use T458 to design parametric triggers and quantify basis risk using the (1−r²) approach, with peril frequency references for NOAA, USGS, JMA, and JRC datasets.
Tools in this hub are mapped to the following frameworks and standards. Verify current applicability with qualified actuarial and legal counsel.
T447 implements the Standard Formula BSCR aggregation using Delegated Regulation EU 2015/35 correlation matrices. Covers 11 non-life underwriting LoB premium/reserve factors. PRA SS9/15 referenced for UK firms.
T457 implements NAIC Property/Casualty RBC formula (Model #312) covering R0–R5 charge components with the prescribed covariance adjustment. Action levels: CAL 200%, RAL 150%, ACL 100%, MCL 70%.
T446 flags Insurance Distribution Directive requirements and FCA FG24/1 (2024 embedded insurance guidance). EIOPA product oversight and governance considerations embedded.
T459 (ratemaking), T456 (burning cost), and T462 (reserving) implement methods per Casualty Actuarial Society principles. T462 covers both Chain Ladder (development) and Bornhuetter-Ferguson methods.
T461 models portfolio cyber accumulation against the Lloyd's Realistic Disaster Scenario (RDS) threshold: 1-in-100 aggregate PML > 25% of aggregate limit triggers an accumulation alert. NAIC cyber guidance for US carriers.
T460 includes the Bermuda BSCR enhanced standard approach and IRDAI Solvency Margin (India Insurance Act 1938 / IRDAI Solvency Regulations) for cross-border capital regime comparison.