I lavori dello statistico: Swiss Re Corporate Solutions · I lavori dello statistico: Swiss Re...

I lavori dello statistico:Swiss Re Corporate SolutionsSilvia Catalano (HR Manager Italy)Nicola Linguerri (Head Underwriting Center Marine)Il museo dà i numeri - 6 Aprile 2016

Silvia Catalano & Nicola Linguerri | Il museo dà i numeri - 6 Aprile 2016

What Swiss Re does

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Reinsurers are shock absorbers for large catastrophes

2001: World Trade CentreReinsurers cover 50%~60% of the insured losses1

2005: Hurricane Katrina, Rita and WilmaReinsurers cover 35% of the insured losses

2010: Earthquake ChileReinsurers cover 95% of the insured losses

2011: Earthquake New ZealandReinsurers cover 70% of the insured losses

2011 Costa ConcordiaReinsurers cover over 70% of the insured losses

1) Based on Holborn, 2009 Katastrophen Schäden

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«This has only been made possible by the insurers.They are the ones who really built this city. With no insurance, therewould be no sky-scrapers. No investor would finance buildings that

one cigarette butt could burn to the ground.»

Henry Ford, referring to New York City in the early 20th century

Re/insurance enables entrepreneurial risk taking


We identify and evaluate risk

Climate change identified as emerging riskalmost 20 years ago



We select and take risk

Insurance of single risks (e.g. industrial plants) orentire portfolios of risk (e.g. motor insurance portfolio)


We transfer and trade risk

Securitization of earthquake and hurricane risks



We share our knowledge on risks


Swiss Re at a glance

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Swiss Re GroupOverview

Reinsurance Corporate Solutions

Swiss Re Group

Life Capital

Current position

Strategic goal

Current position

Strategic goal

Current position

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Swiss Re is broadly diversified

EMEA AsiaAmericas

44% 34% 22%

Swiss Re Group net premiums earned 2015: USD 30.2bn

USD 13.2bn USD 10.3bn USD 6.7bn

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Your opportunity


What are the possibilities which Swiss Re offers tostatisticians?

• Smart analytics is an areaof innovation that will driveboth evolutionary andtransformational changesin knowledge economies

• At Swiss Re, we have alreadybegun to build analyticscapabilities that help us toimprove the efficiency of ouroperations and deepen ourclient, market and risk insights


Swiss Re needs basic analytics capabilities…

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• Descriptive analytics: youcan analyse large amountof data and extract hiddenpatterns and correlations

• Predictive analytics: you can use pastor present data to make inferencesabout the future using modellingtechniques such as classification,clustering, regression, time seriesanalysis, neural networks and so on…

• Visualisation: explore moredata across multiple problemdimensions comes thechallenge of presenting thefindings in a way that userscan understand intuitively


… and Big Data techniques

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• The ability to explore a problem without having a predefined structure ordata model becomes increasingly important

• Data Mining

• Text Mining

• Machine Learning


Swiss Re and SMID(Statistica Matematica e trattamento Informatico dei Dati)

• University

– SMID student from 2012 to 2015,bachelor degree 110/110 cum laude

– ETH student, master degree in“Statistics: Data Science” ongoing

• Swiss Re

– 6-months internship from Februaryto July 2015

– 60% temporary employee asBusiness Analyst Marine ongoing

• Andrea Mazza, one of the SMID students who is working for Swiss Re


Additive Model Index - Forecast

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Spider chartQualitative analysis

Level 1 Level 2 Level 3-4

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CEFOR Inflation - Accident Year

Additive Model 2012

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CEFOR Inflation - Accident Year

Additive Model 2015

Andrea’s statistical studies in Swiss Re and IUMI(International Union of Marine Insurance)

Silvia Catalano & Nicola Linguerri | Il museo dà i numeri - 6 Aprile 2016 18


Thank you!


Legal notice

©2014 Swiss Re. All rights reserved. You are not permitted to create any modificationsor derivative works of this presentation or to use it for commercial or other public purposeswithout the prior written permission of Swiss Re.

The information and opinions contained in the presentation are provided as at the date ofthe presentation and are subject to change without notice. Although the information usedwas taken from reliable sources, Swiss Re does not accept any responsibility for the accuracyor comprehensiveness of the details given. All liability for the accuracy and completenessthereof or for any damage or loss resulting from the use of the information contained in thispresentation is expressly excluded. Under no circumstances shall Swiss Re or its Groupcompanies be liable for any financial or consequential loss relating to this presentation.

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