My guest for Episode 47 is Blake Berman, FCAS, Managing Director at Guy Carpenter.
The theme for the episode is 𝗖𝗮𝘁𝗮𝘀𝘁𝗿𝗼𝗽𝗵𝗲 𝗠𝗼𝗱𝗲𝗹𝗶𝗻𝗴.
Blake and I explore the following topics:
✅ Catastrophe models and their critical outputs
✅ The relevance of catastrophe models for actuaries
✅ The impact of changing exposures on model reliability
✅ How model indications can potentially lead users astray
✅ Analysis considerations outside of models for risk professionals
✅ The gap between model and market in reinsurance
If you are interested in learning from someone who has worked with on several reinsurance renewals involving CAT models, you want to listen to this.
My Website: maverickactuary.com
