insurers
insurers are highly effective at modelling risk inside known regimes. the hardest losses arise not from mispricing within a regime, but from unrecognised regime failure: when dependence structures shift, corrective mechanisms weaken, and assumed envelopes no longer hold.
my work focuses on second-order risk: analysing whether underwriting, pricing, and capital models remain structurally admissible over time, and identifying early indicators that a system is approaching a regime boundary.
what i work on
my focus is not replacing actuarial or underwriting models, but stress-testing the conditions under which they remain valid.
- assumption-regime stress testing
- model admissibility and domain analysis
- tail and collapse diagnostics
- hidden dependency and aggregation risk detection
- early-warning indicators for structural regime shift
- containment-oriented scenario design
where this fits
this work naturally sits alongside existing actuarial, underwriting, and governance functions, including:
- underwriting and portfolio analytics
- model risk management
- capital modelling and solvency
- stress testing and ORSA
- emerging risk and research teams
- reinsurance analytics and aggregation review
what value looks like
- earlier detection of aggregation and correlation shifts
- identification of silent assumption breakdown
- stress scenarios that target structural failure modes
- reduced false confidence in capital adequacy
- improved containment strategies for tail regimes
what this is not
- not a replacement for actuarial pricing
- not an adversarial audit function
- not moral or ideological critique
- not dependent on insider access
integrodynamics is a long-horizon research programme. professionally, my interest is in applying its tools inside real underwriting and risk environments, where early detection of regime failure is often the difference between loss management and institutional shock. i am open to permanent or project-based roles where this kind of second-order risk work is useful.