Portfolio Compression

For extensive calculations, particularly stochastic calculations, it is advisable to compress and focus the portfolios to allow for a smooth projection without performance issues that gives high-quality calculation results.

In the generation of compressed portfolios, we help to achieve compression that is representative of the liabilities using clustering methods or a Latin hyper-cube. Compression of the assets can also be made, if necessary.
The compression software can be licensed individually or as an additional component of PLA.NET. Another option being that our actuaries carry out the compression for you. Quality control and validation of existing compression models and methods can also be commissioned.