Home / Mathematics

Reinsurance Mathematics

The quantitative foundations of reinsurance, from the collective risk model to layer pricing, stop-loss and capital.

Talk to our team Explore solutions

Risk Foundations

The collective risk model: S = ΣX.

Pricing Methods

Burning cost, experience and exposure rating.

Excess of Loss

Layer severity, reinstatements, risk load.

Stop-Loss

Aggregate cover and the net stop-loss premium.

Exposure Curves & ILFs

Allocating loss across layers.

Capital & Solvency

VaR, TVaR and BCAR-style capital.

Actuarial Mathematics

Credibility, Panjer, reserving.

Let’s build resilient portfolios together

Partner with a reinsurer that combines technical discipline, financial strength and deep regional insight.

Start a conversation

This site uses functional storage only to remember your language, and loads fonts and formula rendering from trusted third parties. We use no advertising or tracking cookies. See our Privacy Notice.