I am an actuary and insurance executive based in Navi Mumbai. Since 2021 I have been Managing Director and CEO of Star Union Dai-ichi Life Insurance, a bancassurance-led life insurer promoted by Bank of India, Union Bank of India and Dai-ichi Life of Japan. Before that I was the company's Chief Actuary, and earlier Chief Actuary and Appointed Actuary at Edelweiss Life, Deputy Chief Actuary at SBI Life, and held roles at SBI Funds Management, Kotak Mahindra Life and SEBI's market-surveillance division.
I hold the CFA charter and am a Fellow of the Institute and Faculty of Actuaries (UK) and of the Institute of Actuaries of India, where I chaired the Education Committee. More recently I completed an eMasters in Economics, Finance and Public Policy at IIT Kanpur and postgraduate programmes in AI and machine learning, and I am pursuing a doctorate in emerging technologies with a focus on generative AI.
What this site is for
Three things. First, writing: articles on how insurance, reinsurance and investment actually work, and stories that have nothing to do with any of that. Second, courses for practitioners who want to learn with code and data in front of them. Third, tools: working prototypes from my research, published so the methods can be examined and criticised.
Research
My doctoral work asks whether generative models can improve the pricing of rare catastrophe risks when data are scarce, using Wasserstein GANs anchored by Extreme Value Theory, and whether machine learning can improve an insurer's investment returns over the medium term within solvency constraints. The Gift Re Pricing Lab is the working prototype of the first question.
Contact
For courses, speaking, research collaboration or anything else, write to tutuabhay@gmail.com or find me on LinkedIn.
Views on this site are personal and do not represent any organisation I am associated with. Nothing here is investment, actuarial or legal advice.