ICRFS™ 2023

New functionality in ICRFS™ 2023 includes the following

Database

  • User created triangle types can be set-up with a predefined behaviour template. eg: MyCREType behaves as 'Case Reserve Estimates'.
  • Version control is now available for database objects including triangles, models and forecasts. Revision entries are required to overwrite saved objects.
  • Database status and time of last access is now visible in the open database dialog.

MPTF

  • Scatter plots can be viewed for any estimated correlation.
  • MPTF output forecast summary by datasets show various output tables and graphs consolidating information over calendar years. Output tables for individual calendar years are now deprecated.

Forecasting

  • LOBs in MPTF Forecast Summary are consistently colour-coded in charts.
  • MPTF forecast combinations are now not restricted to only two levels of aggregation.

Reinsurance

  • Contracts are able to be created from any combination of accident periods for individual datasets in the forecast.
  • Contracts can be run in parallel, sequence, or split into multiple contracts.
  • The user can have as many attachment points in a contract as desired.
  • Any number of [named] capital providers can be created for the contracts. Results are summarised in the output tables by name.

COM

  • The API for the Reinsurance module has been redeveloped.

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