Consulting & Quantitative Support
Quantifying risk and return in the specialty (re)insurance market.
We transform raw market data into high-fidelity signals. Whether you are benchmarking performance, modelling future capital needs, or valuing illiquid assets, our analytics provide the independent analyses you need to transact with confidence.
Core Capabilities
Due Diligence
Uncover Trends & Inform Strategy
Our historical analysis delves deep into performance over time using rigorous Bayesian modelling.
- Granular Analysis: Parameterise models based on cleaned, historical loss triangles.
- Trend Detection: Spot deterioration or improvement before it hits the headline numbers.
- Report Generation: Comprehensive due diligence support for M&A or capital allocation.
Prospective Modelling
Navigate the Future with Confidence
Don’t just analyse the past. We project relative and absolute performance at class of business, syndicate and portfolio levels.
- Outside-In Capital Modelling: Assess SCR and risk exposures without internal bias.
- Transaction Support: Optimise capital efficiency for LPTs and RITC deals.
- Scenario Planning: Stress-test business plans against market shifts.
Valuation Services
Accurate, Independent, Transparent
We provide robust valuations for illiquid participations in Lloyd’s syndicate portfolios, empowering fund managers to meet regulatory reporting standards.
- Monthly NAVs: Independent “mark-to-model” estimates for fund reporting.
- Price-to-Book: Real-time insights into enterprise value creation.
- Audit Support: Transparent methodologies that stand up to scrutiny.
Benchmarking
Gain a Clear Performance Advantage
We go beyond standard metrics to assess Lloyd’s syndicates against statistical peer groups and listed carrier shareholder returns.
- Relative Performance: Isolate alpha from market beta.
- Peer Analysis: Compare underwriting discipline against custom cohorts.
- Strategic Insight: Identify specific areas of strength and weakness relative to the broader market.
Ready to quantify your edge?
Partner with ICMR to gain the quantitative advantage you need in the dynamic specialty (re)insurance market.