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ExtrEMB
Dynamic Parameterisation for Risk Modelling
ExtrEMB is a ground breaking tool that helps the user to fit parameters to data reflecting actuarial experiences. A business modelling exercise is only as good as the assumption on which it is based. Using ExtrEMB, you can ensure that your calculations are built on solid technical foundations. The result is a model that reflects more realistic estimates of extreme events, even where only relatively small data samples are available.
ExtrEMB also includes a library of powerful optimisation components. When used in conjunction with Igloo Professional, these components can be applied to all manner of business optimisation problems.
Like Igloo Professional, ExtrEMB uses a building block approach to enable users to design and efficiently maintain a parameterisation process that can then be seamlessly integrated with an Igloo model. A range of library modules is included, supporting a wide choice of diagnostics, data fitting and uncertainty estimation techniques. Together they take support for strategic business decisions to a new level, producing recommendation as well as analysis.
By combining the power of Igloo Professional and ExtrEMB, it is possible for an organisation to deliver powerful financial models parameterised directly by data reflecting actual experience, and to use these models to explore a multitude of strategic options.
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