Outputs

Briefings

Briefing summarising the main outcomes of my fellowship
Briefing summarising the main findings of the collaboration with JBA Risk Management on:

Improving the consideration of uncertainty in a flood cat model
Briefing summarising the main findings of the collaboration with AXA XL on:

Prioritising efforts to reduce uncertainty in a third-party cat model

Workflow to guide in the application of Global Sensitivity Analysis (GSA) and interpretation of the results for an actuarial pricing model

(This workflow was produced with Rmarkdown showing how to use the SAFE R version, work in collaboration with AXA XL)

Workflow to guide in the application of GSA and interpretation of the results using as an example JBA’s Global Flood Model

(This workflow was produced with Rmarkdown showing how to use the SAFE R version, work in collaboration with JBA Risk Management)

Workflow to guide in the application of GSA to an OASIS model (OASIS PiWind toy model) and interpretation of the results

(This workflow was produced with Jupyter Notebook showing how to use the SAFE python version)

Workflow to guide in the application of GSA and interpretation of the results with interactive visualisations, using as an example a third-party catastrophe model

(This workflow was produced with Rmarkdown showing how to use the SAFE R version, work in collaboration with AXA XL)

You can download the SAFE toolbox in R, Python or Matlab from here

Presentation on Improving the robustness of flood catastrophe models in insurance through academia-industry collaboration at the European Geosciences Union General Assembly 2020
Presentation on Interactive Jupyter Notebooks for the visual analysis of critical choices in Global Sensitivity Analysis at the European Geosciences Union General Assembly 2020
Presentation on How can sensitivity analysis help the insurance industry make more robust decisions based on pricing models? at the Bristol Actuarial Society in June 2019
Presentation on How SAFE is your model? Sensitivity Analysis in flood catastrophe modelling at the OASIS Conference 2019
Poster on Transferring expertise on Global Sensitivity Analysis to (re)insurance practitioners using workflows at the European Geosciences Union General Assembly 2019
Poster on Overcoming the “valley of death” – Transferring tools and expertise on sensitivity analysis to the (re)insurance sector at the European Geosciences Union General Assembly 2018
Poster on How can sensitivity analysis improve the robustness of mathematical models utilized by the re/insurance industry? at the American Geophysical Union Fall Meeting Conference 2017