ICMR Predictive Analytics
Smart portfolio review and forward-looking modelling.
Anticipate the Market
Moving beyond the rearview mirror.
In the dynamic specialty insurance market, historical performance only tells part of the story. To truly optimise capital allocation and portfolio construction, you need to anticipate future cycle shifts and underwriting performance.
Leverage our innovative predictive modelling engine.
ICMR’s predictive analytics suite provides an independent, quantitative assessment of prospective risk and return. By combining robust historical datasets with advanced Bayesian and AI-driven modelling, we help you identify relative outperformers, stress-test scenarios, and understand the true drivers of franchise value.
AI-Driven Insights
Identify likely realtive outperformers across the cycle at both a whole account and granular line-of-business level.
Outside-In Assessment
Validate internal views and assess risk exposures without the inherent bias of internal capital models.
Rapid Scenario Testing
Quickly model the impact of different sensitivity scenarios on prospective calendar year loss ratios.
Our Predictive Engines
ICMR.Insight
Prospective Outperformance Identification
ICMR.Insight is an innovative predictive Bayesian AI tool designed to give investors and carriers a forward-looking edge. It identifies which syndicates and portfolios are structurally positioned to outperform in the future.
- Granular Forecasting: Projects prospective relative underwriting performance at both a whole account and gross line of business level.
- Smart Portfolio Review: Enables highly targeted portfolio selection and supports the development of sophisticated “Smart Follow” strategies.
- Cycle Management: Helps capital providers to review their portfolio allocation to navigate shifting market conditions.
Read more in our Winning Portfolio Strategies white paper.
ICMR.Quant
Outside-In Underwriting Capital Model
ICMR.Quant produces a top-down assessment of the underwriting risk for an insurance company. Using a Bayesian modelling approach that takes into account a company’s historical track record, it models the distribution of prospective results under various sensitivity scenarios.
- Comprehensive Risk Components: Incorporates premium, loss, reserve, and reinsurance credit risk at an aggregated level (consistent with regulatory standard formulas).
- Capital Benchmarking: Provides an outside-in view on a syndicate’s Economic Capital Assessment (ECA) to determine if capital requirements are out of line with performance, peers, or the wider market.
- Franchise Value Mapping: Takes the chosen syndicate’s long-term Return on Capital (RoC) and maps it to the distribution of publicly listed insurers, providing real-time insights into the Price-to-Book multiple and the real-time franchise value of the managing agency.
ICMR estimate of syndicate price to book (ECA) valuation as of 31 March 2026. All ECA numbers are estimated by ICMR as if for whole syndicates; no account taken of member level capital.
Ready to upgrade your portfolio analytics?
Contact us to request a demonstration of ICMR.Insight or ICMR.Quant and see how our prospective models can inform your capital allocation.