Notes from twenty-eight years across insurance, reinsurance, investments and actuarial science, and from a doctoral research programme on generative AI for catastrophe risk. Articles, stories, courses, and working tools you can run in your browser.
Price catastrophe excess-of-loss layers for Indian flood, cyclone, earthquake and drought. A Wasserstein GAN generates scenarios, Extreme Value Theory anchors the tail, and an RBC-style capital charge sets the premium. Runs entirely in your browser.
Score the lead, coincident and lag indicators for India and the US, get a phase reading with a confidence level, and see the sector tilts and NSE ETF menu the rulebook prescribes for that phase.
Quarterly BiLSTM scores for ~940 NSE stocks, the 25-name portfolio, and a backtest against the NIFTY Midcap 100, with the diagnostics shown as plainly as the returns.
How the Gift Re Pricing Lab works: public Indian loss data, a conditional WGAN-GP for the body of the distribution, a Generalized Pareto tail fitted on real excesses, and an RBC-style capital charge.
Why the phase of the cycle can be inferred but never known, how the indicator chain is organised, and the sector rotation rules that follow from it. The framework behind the Cycle Compass.
Under a fixed 150% solvency rule, capital is a cost of doing business. Under RBC, capital is the price of each risk you write, and pricing, modelling and capital become one decision.
A practitioner's framework for reading the cycle in India and the US from leading, coincident and lagging indicators, and rotating sectors and ETFs accordingly.
Build a working reinsurance pricing model from public data: from event tables to a conditional WGAN-GP, an EVT tail, compound simulation and an RBC-aligned premium.
A short story about a man who spent his life estimating the probability of rain, and one afternoon in Navi Mumbai when it did not matter.