Actuary System (Aktuaria) — Host-to-Host Integration

Purpose of Host‑to‑Host

Automate ingestion of policies, cash‑flows, claims, expenses, and investment scenarios from PAS/Claims/ERP/DW.
Run actuarial projections (life/health/P&C) and publish results to IFRS17/PSAK74, RBC/Solvency, and Finance.
Govern assumptions and models with approvals, versioning, and full auditability.

Core Data Objects

Portfolio: LOB, cohort, product, segmentation, currency
Assumptions: mortality/morbidity/lapse/expense, discount curves, RA parameters, inflation
Models: projection engines (life/P&C), GLM/GBM components, reserving methods
Scenario Sets: economic (yield/FX/equity), catastrophe, management stresses
Experience Data: exposures, claims, terminations, triangles, credibility
Runs: job configs, inputs, versions, status, artifacts
Results: reserves, CSM/RA (if applicable), premiums, losses, sensitivities
Events: assumptionChanged, runStarted, runCompleted, resultsPublished

Example API Endpoints

POST /assumptions/curves
Upload discount curves & inflation with effective dates

POST /assumptions/tables
Upload mortality/morbidity/lapse/expense tables

POST /experience/load
Load exposure/claims/terminations for studies

POST /models/publish
Register model binaries/notebooks with metadata

POST /runs/start
Start projection/reserving run for portfolio + scenarios

GET /runs/{id}/status
Check job progress; retrieve logs & artifacts

POST /results/export
Publish results to IFRS17/RBC/Finance/DW

POST /callbacks/status
Async updates for long‑running jobs

Sample Assumption Table

POST /assumptions/tables
{
  "name":"MORTALITY_ID_STD_2025",
  "type":"MORTALITY",
  "effectiveFrom":"2025-01-01",
  "table":[{"age":35,"q":0.0012},{"age":36,"q":0.00125}],
  "notes":"Updated select/ultimate per study 2024"
}

Sample Run Start

POST /runs/start
{
  "portfolio":"LIFE-PARTICIPATING",
  "asOf":"2025-08-14",
  "scenarios":["BASE","EQUITY_-15","YIELD_+100bp"],
  "assumptions":["MORTALITY_ID_STD_2025","LAPSE_STD_2025","EXP_ADMIN_2025"],
  "outputs":["RESERVES","SENSITIVITIES","CASHFLOWS"]
}

Reference Flows

Monthly Valuation

ETL loads policy/claims/expense snapshots
Run projections/reserving across portfolios
Publish reserves/CSM/RA to IFRS17 & Finance

Experience Study

Load exposures & claims → credibility analysis
Derive mortality/lapse/expense updates
Promote assumptions via maker‑checker

ALM & ORSA

Run economic scenarios (stochastic/deterministic)
Shocks on yield/FX/equity/catastrophe
Export solvency impacts & management actions

Model Lifecycle

Publish new model version with tests
Back‑testing & parallel run
Approval, tagging, and rollout to PROD

Security & Controls

mTLS, OAuth2/JWT; IP allow‑list; JWS request signing.
Assumption & model governance (maker‑checker, approvals, versioning).
Data lineage from source to results; encryption at rest/in transit.
Idempotency, replay protection, and rate limiting for batch feeds.

Monitoring & Audit

Run telemetry (queue times, durations, failures); cost dashboards.
Variance bridges and tie‑outs to Finance/IFRS17/RBC.
Full audit trail for assumptions, models, runs, and publications.

What You Get

OpenAPI + batch templates (CSV/JSON) for assumptions, experience, scenarios.
Reference notebooks for studies, sensitivities, and ALM stochastics.
Publishers/connectors to IFRS17, RBC/Solvency, DW/BI, and GL.
Sample dashboards for runs, costs, and variance analysis.
Annual maintenance incl. change requests; on‑prem or cloud.