U.S. RE Analytics, LLC

Welcome! 

While we build a more comprehensive website, please use this page as a springboard to contact us with questions and inquiries.

We look forward to hearing from you!

                           Anya Kutsina                                            Vlad Uhmylenko 

                           1-845-920-7064                                         1-845-920-7083

                           akutsina@usre-analytics.com               vuhmylenko@usre-analytics.com

ABOUT US

U.S. RE Analytics, LLC dedicates itself to the measurable success and protected growth of your enterprise by providing turnkey risk/financial modeling, and full-spectrum strategic consultancy and professional-development services.

Our commitment to your organization is evident in the depth of our listening, the breadth of product scope and application, and the height of our caliber of expertise.

CONSULTING AND PROFESSIONAL DEVELOPMENT SERVICES:

U.S. RE Analytics, LLC combines unique expertise of its staff and advanced analytical tools to support you in the following areas: 

Services

Enterprise Risk Management (ERM)

  • Risk governance, organization and culture
  • Risk controls: insurance risks (underwriting, pricing, reserving, risk transfer), investment risks, asset-liability management, liquidity management, counterparty/credit and operational risks
  • Risk aggregation, concentrations and contagions
  • Risk analytics/modeling
  • Emerging-risk management
  • Strategic risk management
    • We will help you benchmark your ERM against best practices in the (re)insurance industry, and line them up against regulatory and rating-agency expectations.  We can also review your internal capital model and its documentation, and identify areas of potential improvement.

Strategic/Tactical and Risk Management Consulting

  • Integrated management of risk and capital:
    • Capital adequacy
    • Capital allocation
    • RoRAC and risk-adjusted pricing targets (especially for longer-tailed risks)
    • Risk-transfer optimization to improve capital efficiency and utilization
    • Pricing adequacy analysis
    • Loss reserving study
  • Performance measurement and management; aligning management's and policyholder interests through risk-based targets
  • Cost/benefit and risk/reward analytics of strategic alternatives - e.g. expanding into new lines of business, geographical locations, other segments.

Economic Capital Modeling -- Dynamic Financial Analysis (DFA):

  • Building/reviewing the model's structure and process in the context of targeted decicion-making applications, as well as regulatory and rating-agency expecations
  • Creating/reviewing the model's logic and design:   
a) Efficient (parsimonious) design
b) Completeness and granularity
c) Consistency of parameterization and assumptions
  • Facilitating nuanced and complex model structure, particulary in how it addresses risk interdependencies:
a) Economic Scenario Generators
b) Catastrophe events and systemic insurance risks (mapping to individual risk classes; also affecting reinsurance counterparty risk)
c) Cross-input correlations; copulas
d) Output correlations; calibrating cause/effect relationships and input correlations (or copulas) to achieve the targeted output correlations

Catastrophe Modeling

  • Optimization of the catastrophe portfolio and risk-transfer strategies to maximize return on capital under regulatory and rating agencies constraints 
  • Risk-adjusted pricing for catastrophe risks l
  • Comparison engine to identify policy-level and zonal cost and capital drivers 

Tools (Software)

We are proficient users of standard insurance-industry tools, including catastrophe modeling, dynamic financial analyses, and loss-reserving software.  In particular, we are developer-level users for the internationally acclaimed software Risk Explorer, Res-Solver, URS Real World that has won the endorsement and approval of several industry and world economic leaders.

Our consultants can also offer proprietary solutions to our clients to address their specific needs.

Case Study: Practical DFA/ECM Implementation for a Medium-Size Insurer

  • Identified sources of data and systems, and facilitated data aggregation across the enterprise
  • Deployed a standardized set of methodologies and tools to parameterize the stochastic risk and financial models 
    • using Ulti-FitTM, Res-SolverTM, and URS Real WorldTM (ESG)
  • Built an integrated stochastic risk/financial model (DFA) using Risk ExplorerTM (Express)
  • Created a set of standardized outputs to communicate results and facilitate decision-making
    • capital-adequacy analysis, regulatory and rating-agency requirements, risk-adjusted pricing targets
  • Hosted the model for on-going parameter re-assessment and interim communication of run results, and facilitate the transition of "ownership" of the model to the client

 

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