Patent ID: 11875412
Assignee: SWISS REINSURANCE COMPANY LTD.
Field: IT methods for management (Electrical engineering)
Classification: CPC G | IPC G

Claim 10:
11. The digital platform and system according to claim 1, wherein structured asset/object characteristics parameters of the objects or property assets are captured at least partially by a parameter-driven, rule-based bifurcation process dynamically capturing characteristics parameter values and mapping the values to the structured characteristics parameters, wherein a plurality of risk-transfers associated with occurrence of one or more predefined risk-events impacting the objects or property assets are captured by metric risk-exposure units and transferred to a portfolio holding the risk-transfers by the captured risk-exposure units, and wherein the structural mix characteristic of the portfolio is given by the measured and captured types of risks and assigned number of risk-transfers with associated metric risk-exposure units,
the metric simulation engine applies basic rate measures to the metric risk exposure units associated with a specific type of risk-transfer based on the event parameters of the risk-transfer and asset/object characteristics parameters of the objects or property assets determined by the metric simulation engine, wherein a basic rate measure provides for a cost measure of resources needed to cover the risk associated with a specific transfer, and wherein a premium for the risk-transfer is generated multiplying the basic rate measure by a number of risk-exposure units of the specific risk-transfer, and
the metric simulation engine provides dynamically forward- and backward-looking impact measures based on a variation of the basic rate measure and/or the structural mix characteristic of the portfolio comprising the captured risk-exposure units, wherein the forward- and backward-looking impact measures at least comprise a measure for an total amount of premiums associated with the portfolio of risk-transfers and/or a net amount of premiums given by the total amount of premiums minus premiums associated with secondary risk-transfers assigned to transferred parts of the risk exposure units of the portfolio, and/or a total expected loss measure and/or a CM1 measure.