Julia in the Catastrophe Business

07/26/2023, 8:00 PM — 8:10 PM UTC
32-124

Abstract:

This talk will illustrate the implementation of a pricing engine for the Reinsurance business, specifically for the Catastrophe Business. It will explain the specific problems we encountered at Ark Bermuda and the tools that Julia provides to aid in creating a corporate application

Description:

In this talk, I will explain how we are using Julia to implement and executing all the task required to run Reinsurance business in a reinsurance startup like Ark. This involves various tasks like Portfolio Rollup, Program Pricing and Reporting.

I will detail how different tools that Julia provides fit our business requirements and software workflows. I will also highlight how the Julia community's help has been crucial in making of this a successful story.

Platinum sponsors

JuliaHub

Gold sponsors

ASML

Silver sponsors

Pumas AIQuEra Computing Inc.Relational AIJeffrey Sarnoff

Bronze sponsors

Jolin.ioBeacon BiosignalsMIT CSAILBoeing

Academic partners

NAWA

Local partners

Postmates

Fiscal Sponsor

NumFOCUS