JuliaCon 2023

Julia in the Catastrophe Business
07-26, 16:00–16:10 (US/Eastern), 32-124

This talk will illustrate the implementation of a pricing engine for the Reinsurance business, specifically for the Catastrophe Business. It will explain the specific problems we encountered at Ark Bermuda and the tools that Julia provides to aid in creating a corporate application

In this talk, I will explain how we are using Julia to implement and executing all the task required to run Reinsurance business in a reinsurance startup like Ark. This involves various tasks like Portfolio Rollup, Program Pricing and Reporting.

I will detail how different tools that Julia provides fit our business requirements and software workflows. I will also highlight how the Julia community's help has been crucial in making of this a successful story.

I am a software engineer at Ark Bermuda. Currently, my main focus revolves around building the Portfolio Management platform, which aims to cover all aspects of the Reinsurance process.