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AXIS Module - Stochastic Processing

The Stochastic Processing Module is designed to provide you with powerful tools to model and analyze scenario sensitive products under a large number of scenarios. Thousands of scenarios can be completed in relatively short timeframes because of extensive optimization of the processing methods.

Highlights of the Stochastic Processing Module include:

  • Extremely fast run times for intensive stochastic work.
  • Powerful reporting tools to analyze results — Easy-to-view 3-dimensional cashflow results, and a great high-level reporting function for calculating percentiles, CTEs, and so much more.
  • C3 Phase II functionality for Variable Annuities, including the Standard Scenario calculation.
  • Actuarial Guideline 43 functionality for Variable Annuities, including the Standard Scenario calculation.
  • MCCSR functionality for Segregated Fund reserves and capital.
  • Stochastic-on-deterministic functionality, with full stochastic reserve and capital calculations at future projection dates.
  • High scalability when combined with Distributed Processing — add more processors and run even faster!

 

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