Approach

Independent consulting and development at the customer site or from afar. Customer specific adaptation of our products. Test and parameter identification/estimation using standard tools and Gmech products.

Computation and computational software development is typically based on a highly specialized computational problem formulation. To this end utilization of dedicated yet cheap high-performance compute methods play a key role. Thus, we are deeply involved in the mathematical formulation and develop the solution and the software architecture to meet specific demands. Specifications are written in collaboration with the customer to ensure that the business requirements are met.

Maybe you want to write your own code based on some code framework that you get from us or maybe you want us to assist in designing and testing your system.

Compare

 - a framework for computing actuarial risks and estimates

COMPARE is a general framework that can be used for anything from testing to full scale actuarial computations involving multi state Markov models, including basic probabilities, asset and liability calculations, allowance and specific life-insurance forms.For example COMPARE is very well suited for Solvency II type of computations.

Compare is a fast engine for computing allowance and for conducting parameter studies and optimization of profitability.

Extensions to other insurance areas are easy due to the general nature of the mathematical formulation used.

Find more details under the product description or contact us for information

Care

- Socioeconomic forecasting with CARE

Multistate models used in forecasting. CARE is able to predict the development of essentially all the major socioeconomic states in a municipality. CARE has been sucessfully evalueted in collaboration with DTU compute on a danish municipality.

Using CARE you will have the benefit of precise forecasting based on micro data from Statistics Denmark in a flexible manner that allows for detailed scenario computations. In addition you don not need the specialist knowledge required for working with microdata - we help you with that.

We are collaborating with the consulting company Dataproces who have broad experience with budget planing and consulting for danish municipalities.

 

Independent consulting in life-insurance

Consulting in life-insurance at the customer site, such as

  • Testing using standard tools and the Gmech Compare framework
  • Formulation of mathematical strategies for life-insurance products
  • Parameter identification using Gmech Identify and related tools
  • Formulation of mathematical and computational methods in finance
  • Multi state Markov models - problem formulation and life-insurance theory

Identify

- a framework for parameter identification/estimation for stochastic processes

High-performance computing used to identify and estimate parameters in multistate Markov type processes

High-performance computing and computational software

  • Mathematical and numerical formulation of algorithms suitable for high-performance computing
  • Discount supercomputing
  • GPU's for computing
  • Compute architecture
  • Ordinary differential equations
  • Simulations
  • Partial differential equations and boundary value problems. E.g. finite elements.
  • Fine and coarse grained parallelization
  • Preferred languages: C# (C++), Mathematica, Fortran 95, R, perl and phyton
  • Development of userfriendly interfaces to computionally demanding applications
  • Project management