NometriaRe Advisory
Turning risk into capital advantage through stochastic and deterministic reinsurance modeling, simulation-based distribution analysis, and advanced portfolio optimization.
Independent consulting and research specializing in reinsurance strategy, quantitative risk modeling, portfolio optimization, machine learning, robust backtesting, and evidence-based decision support for insurers, reinsurers, and institutional financial clients.
Book a consultationFocus Areas
- Reinsurance & capital modeling frameworks
- Multi-asset portfolio optimization and risk attribution
- Tail-risk, catastrophe accumulation, and dependence structure modeling
- Probabilistic, distribution-based, and machine learning–enhanced simulation methods
Services
Consulting
Advisory support on reinsurance structures, risk frameworks, capital allocation, market entry analysis, and portfolio optimization.
Independent Research
Custom research on market dynamics, volatility regimes, and quantitative methods.
Workshops & Training
Practical training on simulation-based risk modeling, hedging strategies, and quantitative methods.
Research & Writing
Independent research on quantitative methods, portfolio optimization, and risk modeling in reinsurance.
Portfolio Optimization in Reinsurance: A Stochastic Programming Approach
We present a comprehensive framework for optimizing reinsurance portfolios under tail-risk constraints using stochastic programming techniques, incorporating catastrophe loss distributions and capital allocation requirements.
January 15, 2026