Our actuarial practice is led by senior practitioners with deep experience across life, general and reinsurance markets — unravelling the most complex capital challenges facing modern syndicates and insurers, from IFRS 17 reporting to advanced Bulk Purchase Annuity pricing under strict cashflow tests. AI-native by design, every model ships with the lineage and validation harness your regulator expects.
The intersection of capital strategy, reserving and pricing is where the insurance vertical wins or loses. We provide authoritative guidance on managing the immense complexities of IFRS 17 reporting and Solvency II capital optimisation, helping life, general and reinsurance carriers translate evolving regulatory standards into pricing power, reserve adequacy and resilient capital positions.
We track the global adoption of actuarial standards across jurisdictions — from matching-adjustment frameworks for annuity writers, to long-duration targeted improvements (LDTI) for North American life insurers, to IFRS 17 transition pathways across emerging markets.
Insurers are racing AI-native competitors that settle claims in hours while legacy carriers take 5–15 days. Six battlegrounds where we engage.
Borderline risks still take days to assess. AI scoring with telematics, geospatial and behavioural data prices risk granularly — cutting cost per policy by £12–28.
Volume claims sit in queues for 5–15 days. AI triage, computer-vision damage assessment and parametric instant payouts compress cycle times by up to 40%.
Ghost broking, staged accidents and organised rings evade rule-based controls. ML models surface complex patterns and cut false positives by up to 40%.
Regulators now require proof of fair outcomes. AI monitors renewal pricing in real time and SHAP-based explainability layers justify every decision.
A shrinking pool of senior underwriters and adjusters. AI co-pilots let junior staff confidently handle complex risks, freeing experts for higher-value work.
With AI everywhere in the insurer, global AI regulation requires model-risk discipline across the entire AI estate — not just classical actuarial models.
From underwriting to claims to consumer-duty proof — engagements where AI-native delivery shortens the path from challenge to defensible outcome.
Granular risk scoring with telematics, geospatial and behavioural data — cutting borderline decisions from days to minutes and lowering cost per policy.
Computer-vision damage assessment, AI triage and parametric instant-payout workflows — compressing cycle times by up to 40% on volume claims.
Next-best-action recommendations and LLM-drafted notes that let junior adjusters confidently handle claims usually reserved for senior staff.
Detecting ghost broking, staged accidents and organised fraud rings — reducing leakage while cutting false-positive friction by up to 40%.
Real-time renewal-pricing fairness with SHAP-based explainability layers — ready evidence for fair-value and consumer-duty regimes.
Audit-ready inventory, validation harnesses and continuous bias/drift monitoring across the insurer's entire AI estate — built for global regulatory scrutiny.
We embed alongside chief actuaries and CFOs to translate ALM strategy into auditable models that satisfy international supervisors. Our consultants pair deep IFRS 17 / Solvency II fluency with the engineering rigour to deliver models that survive their first audit cycle — and every cycle after.
From IFRS 17 transition and disclosure to optimising the matching adjustment within strict cashflow tests, our delivery model converts subjective capital strategy into objective, defensible quantitative parameters.
Deep-dive analysis on IFRS 17, Solvency II, the BPA market, matching adjustment and climate-risk integration.
A practitioner's framework for absorbing acquisitions under IFRS 17 — keeping CSM, RA and onerous-contract identification defensible through transition.
Read the analysis →The UK's Solvency II divergence — risk margin reduction, matching adjustment expansion and the PRA's investment flexibility — has reshaped the life and BPA P&L. The 2026 question is whether the governance has caught up with the capital.
Read the analysis →The Climate Biennial Exploratory Scenario delivered the framework. The 2026 question is whether climate scenario analysis is embedded in capital, underwriting and reserving — or still a parallel exercise.
Read the analysis →Talk to our actuarial leadership about IFRS 17 reporting, BPA pricing, Solvency II optimisation or climate-risk reporting — or subscribe to our insurance briefing.
Or write to us directly: insurance@wersel.io
