Score loss, price, and fraud on live policy and claims data, and forecast reserves before they develop — so underwriting, claims, and actuarial work from the same forward view instead of a quarter-old triangle.
Insurance runs on estimates of the future, yet most carriers manage them with backward-looking tools. Loss ratios are read after the period closes, fraud is caught in audit rather than at first notice, and reserves are set from triangles that lag emerging development by months. The result is rate that is wrong before anyone notices and surprises that land at quarter-end.
Decision intelligence brings prediction to the point of decision. We build models on your policy admin, claims, and billing systems that score loss and risk at quote, flag pricing inadequacy as the book drifts, detect fraud at first notice of loss, and project reserve development from claim characteristics. Underwriters, adjusters, and actuaries act on signals early enough to change the outcome.
Portfolio reporting, predictive models, and live signal on one governed view of policy and claims data.
The models that earn their place are the ones an underwriter, adjuster, or actuary can act on before the loss is locked in:
We score expected loss and risk at the point of quote and renewal from exposure data, prior claims, and external signals, so underwriters see how a risk compares to the book before binding. Pricing signal surfaces where rate is inadequate or where the portfolio is drifting into unprofitable segments while there is still time to correct.
Yes. We score incoming claims for fraud indicators in real time so suspicious files are routed to SIU early, and we forecast reserve development from claim characteristics and historical patterns so reserving teams can set and adjust IBNR with more confidence and fewer surprises at close.
Thirty-minute briefing for underwriting, claims, and actuarial leadership. We map where predictive scoring changes the call and leave you with a roadmap and ROI memo. Response inside 24 hours.