One Model. One Truth.
One Source for the Whole Company!

ICRFS™ introduces a new standard in long-tail risk modelling.

Our Multiple Probabilistic Trend Family (MPTF) modelling framework identifies a single, optimal composite model across multiple lines of business and segments — driven entirely by the data, not assumptions.

Rather than managing fragmented views and competing models,
ICRFS™ delivers a unified perspective on risk across the enterprise.

At the same time, it reveals what traditional approaches miss:

• Common drivers across lines
• Volatility correlations between businesses and segmentsy

This enables a genuinely enterprise-wide understanding of risk behaviour — without sacrificing line-level detail.

A Single Point of Reference for the Enterprise

ICRFS™ establishes a single, consistent point of reference for risk metrics across all lines of business, segments, and business units.

Rather than managing disconnected spreadsheets and competing views, decision-makers can assess social inflation, volatility, correlations, and assumptions within one coherent framework — ensuring alignment across actuarial, risk, and executive functions.

Insights are delivered through an interactive environment designed to support exploration, challenge, and decision-making.

Built for Decision-Makers

ICRFS™ empowers senior management to:

• Interactively explore and interrogate risk characteristics
• Run what-if scenarios and sensitivity analyses in real time
• Understand the implications of emerging trends before they materialise

For actuaries: trends and volatility measured in the past are explicit, measurable and defensible - and future assumptions can be directly connected with past experience.

For executives: risk and capital decisions are backed by a transparent, company-wide model which reflects the true risks in each portfolio.

Deep Insight at Line-of-Business Level

For each Line of Business, the model quantifies critical risk
dynamics, including:

• Social inflation
• Impact of law reform
• Process volatility
• Trend relationships between Case Reserve Estimates and Paid Losses
• The impact of emerging risks in real time

Optimal, Parsimonious Models

A modelling wizard and optimisation algorithms, including a suite of statistical diagnostics, is used to identify the optimal, parsimonious model.

The model on a log scale is summarized by four pictures:

• Development period trends;
• Accident period trends;
• Calendar period trends;
• Process volatility

Confidence Where It Matters Most

With ICRFS™, strategic decisions are supported by transparent, defensible analytics — giving leadership the confidence to stand behind their choices in the boardroom
and beyond.

Transparent, Defensible Assumptions

All forward-looking assumptions are:

• Explicit
• Auditable
• Fully controllable

This ensures assumptions can be reviewed, challenged, and adjusted with confidence — without undermining model integrity.

Explicit Control of Social Inflation

The PTF modelling framework is unique in its ability to:

• Explicitly measure social inflation, and
• Provide full control over future social inflation assumptions

This gives insurers a level of insight and governance over one of the most material
long-tail risk drivers that traditional approaches simply cannot offer.