We have developed a sophisticated asset return model to support our Capital and Risk practice. The asset return model is an integral part of our ICM where it drives the variability in interest rates, equity market returns and all other asset-related risks.


While it is a key input to all our ICM analysis, the asset return and economic model is also used to analyse general economic linkages to insurance variables, for example between unemployment rates and claim frequencies in some insurance products.

Such analyses feed into pricing and reserving decisions for products such as lenders mortgage insurance, workers compensation and a number of other products.

Talk to us about asset return and economic modelling

Scott Collings

Scott Collings

Ph  +61 2 8252 3378