Integrated Advisory & Engineering

Service and Solution

Comprehensive actuarial valuations, modern machine learning algorithms, and automated analytical pipelines tailored for insurers, corporate employers, and financial institutions.

Actuarial & Data Science
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Insurance Pricing, GLMs & Machine Learning

Bridging actuarial science with modern data science: Generalized Linear Models (GLMs) combined with gradient boosting (XGBoost/LightGBM) for highly predictive, regulatory-compliant pricing tariffs.

Key Deliverables & Capabilities

  • Frequency-Severity modeling (Poisson, Negative Binomial, Gamma)
  • Non-linear risk interaction detection with LightGBM & XGBoost
  • On-leveling historical premiums & loss cost trend adjustments
  • Profit testing, capital strain modeling under RBC framework
  • OIC regulatory rate filing documentation & actuarial certification
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Data Science & AI
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Predictive Claims Analytics & Fraud Detection

Deploying machine learning classification and anomaly detection to flag suspicious claims early, forecast ultimate claims severity at First Notice of Loss (FNOL), and streamline payouts.

Key Deliverables & Capabilities

  • Automated fraud scoring models using ensemble classifiers
  • Anomaly detection for medical billing, treatment duration, and parts pricing
  • Severity prediction at FNOL to identify claims needing early case management
  • Interactive analytics dashboard for claims adjusters and fraud investigators
  • Model governance ensuring non-discriminatory and fair claims triage
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Risk & Compliance
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Model Validation, Governance & Explainable AI (XAI)

Independent review, stress testing, and explainability audits for actuarial spreadsheet models, automated underwriting scorecards, and black-box machine learning algorithms.

Key Deliverables & Capabilities

  • Rigorous formula, logic, and assumption auditing in Excel, Python, and R
  • Independent parallel model reproduction and benchmark comparisons
  • Stress testing, sensitivity analysis, and backtesting on historical data
  • SHAP (Shapley Additive exPlanations) values for model transparency and fairness
  • Comprehensive Model Validation Report compliant with regulatory standards
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Actuarial Valuation
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TAS 19 / IAS 19 Employee Benefit Valuation

Audit-ready actuarial valuation of post-employment benefits, severance pay (Labour Protection Act), and long-service awards under Thai Accounting Standard 19 and IAS 19.

Key Deliverables & Capabilities

  • Projected Unit Credit (PUC) method mathematical computation
  • Custom turnover curves and demographic decrement assumptions
  • Complete financial footnote disclosure and journal entry schedule
  • Sensitivity analysis (+/- 1% discount rate, salary increase rate, turnover)
  • Direct technical defense and coordination with external auditors
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Data Engineering
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Actuarial Process Automation & Data Pipelines

Replacing fragile, manual Excel spreadsheets with auditable, reproducible Python and SQL pipelines for automated reserve triangles, policy cash flows, and regulatory reporting.

Key Deliverables & Capabilities

  • Automated ETL pipelines extracting from core policy systems (PAS)
  • Standardized loss triangle generation in Python with automated data validation
  • Scheduled valuation runs with audit trail logs and automated error alerting
  • Interactive reporting dashboards (Streamlit / Power BI / Dash) for executives
  • Dramatic reduction in month-end and quarter-end reporting cycle time
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Certified Valuation Reports & Production-Ready Models

Every TAS 19 valuation, IBNR reserve study, GLM pricing table, and fraud detection pipeline is delivered with exhaustive mathematical documentation, sensitivity analysis, and full auditor defense support.