|Research & Development|
At MatBlas we leave no stone unturned…If a problem does not have a solution we develop one.
We have close links with renowned academics, which give us first hand access to the latest theoretical developments. We blend our extensive research and industry experience to translate the latest academic developments into practical solutions to industry problems.
Our current research interests and projects include:
We are also in constant search for practical solutions to problems where standard pricing methods are not appropriate.
- Practical applications of predictive modelling including Generalised Linear Models, Extreme Value Theory and other statistical models.
- Measuring correlations and interactions between lines of business.
- A distribution free simulation approach to estimating the loss cost uncertainty in a reinsurance layer.
Publications and Presentations
For more information about research and development projects please contact us.
- Mata, A.J.and Wendy Russell (2008) What do London Market actuaries price? Presented at the GI Pricing Conference, 13 June 2008 PDF
- Mata, A.J. (2008) Pricing actuaries: adding value in a soft market. Presented at the CAE Spring Meeting, 22 May 2008 PDF
- Mata, A.J. (2007) Practical solutions to common pricing pitfalls . Presented at the GIRO convention, Wales PDF
- Mata, A.J. (2007) Pricing D&O - A Global Perspective. Presented at the London CARe seminar: Pricing US Reinsurance in a Softening Market PDF
- Mata, A.J. and Mark A. Verheyen (2005) An Improved Method for Experience Rating Reinsurance Treaties. Casualty Actuarial Society Forum 2005, pp 171-214 PDF
- Contributions to the Encyclopedia of Actuarial Science published by Wiley, London, June 2004. Chapters: Exposure Rating, Pareto Rating, Burning Cost, Catastrophe Excess of Loss and Surplus Treaty
- Mata, A.J. (2003) Asymptotic Dependence of Reinsurance Aggregate Claim Amounts. ASTIN Bulletin, Vol. 33, No. 2, pp. 239-263 PDF
- Mata, A.J., B. Fannin and M.A. Verheyen (2002) Pricing Excess of Loss Treaties with Loss Sensitive Features: An Exposure Rating Approach. Proceedings of the XXVIII General Insurance Convention of the Institute of Actuaries, Paris, France. Awarded the Brian Hey Prize PDF
- Mata, A.J. (2000) Premium Uncertainty When Using Extreme Value Distributions. Proceedings of the XXVI General Insurance Convention, Birmingham, England PDF
- Mata, A.J. (2000) Pricing Excess of Loss with Reinstatements. ASTIN Bulletin, Vol. 30, No. 2, pp. 349-368 PDF
- Mata, A.J. (2000) Optimal Retention Level for Dependent Aggregate Claim Amounts. Presented at the 4th International congress of Insurance, Mathematics and Economics, Barcelona, Spain