Technical pricing models
Develop or review GLMs and predictive models, risk segmentation, calibration, validation and the translation of technical indications into rating decisions.
Evidence for rate and reserve decisions
Make technical results explainable, governable and actionable.
Pricing and reserving models are most valuable when their assumptions, uncertainty and business implications can be understood. That requires sound actuarial methods, reliable data, structured challenge and a clear connection with underwriting, claims, finance, capital and portfolio management.
Arocha & Associates combines actuarial expertise with data-science techniques to support model development, independent review and decision-ready interpretation.
Support can be targeted to a model, portfolio or reporting cycle—or structured as a broader review of technical-pricing and reserving governance.
Core support
Build confidence from data through to decision.
Portfolio monitoring
Monitor rate adequacy, loss ratios, frequency, severity, mix shifts, model drift and emerging experience so that action can be taken earlier.
Claims reserving
Apply and challenge traditional and stochastic methods, assumptions, diagnostics and uncertainty to support a well-reasoned view of liabilities.
Independent review & model governance
Make the analytical process as defensible as the result.
- Assess data quality, feature selection, assumptions and methodology.
- Test model performance, stability, bias, sensitivity and limitations.
- Document expert judgement, overrides, peer review and approval decisions.
- Improve reproducibility, automation, version control and validation evidence.
- Communicate uncertainty and business implications in decision-ready language.
A disciplined technical cycle
Begin with the decision—not the modelling technique.
The work connects business context, analytical evidence, independent challenge and ongoing performance monitoring.
- 01
Frame
Define the decision, portfolio, data, materiality and success criteria.
- 02
Analyse
Build or diagnose models, experience, assumptions and uncertainty.
- 03
Challenge
Validate performance, sensitivities, expert judgement and governance.
- 04
Embed
Document decisions and establish monitoring, ownership and review triggers.
Typical outcomes
Technical evidence that can withstand scrutiny.
Transparent, documented and validated technical-pricing models.
An independent reserve view with clear assumptions and uncertainty.
Earlier visibility of portfolio shifts, deterioration and model drift.
Clearer communication between actuarial, underwriting, claims and finance.
Start with the critical assumption
Which pricing or reserving assumption would be hardest to defend today?
We can provide targeted analytical support, independent review or a broader plan to strengthen models, monitoring and technical governance.