In December 2014 we published a case study with Hannover Re detailing the use of the clustering approach for model pointing. In this article we present an alternative, so called linear optimisation, approach that can be used stand-alone or in conjunction with the clustering technique – presenting a powerful combination to model pointing and cashflow fitting.
Download the full article to find out:
- What linear optimisation is and how it compares to cluster approaches
- How the linear optimisation process can be embedded into our financial modelling software RiskAgility FM
- How to integrate linear optimisation into an existing model pointing process
- How we helped German life and health insurer, Sueddeutsche Krankenversicherung, implement a fully automated model pointing process using both clustering and linear optimisation techniques.