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Portfolio Segmentation

Various kinds of models - from loss distributions to risk rating models - depend on a segmentation of the portfolios into more or less homogeneous clusters.

Although segmentations are conceptually easy, the amount of data often requires the application of professional tools.

 

We offer to

  • segment your portfolios
  • to provide both visual and statistical indicators for the goodness of the segmentation
  • to train your actuarial staff

 

You will gain insights into your data and a sound basis to parametrize your models.

 

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"In theory there is no difference between theory and practice - in practice there is." 

 

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