Sami Fridhi

As a Senior Consultant Actuary, I am a Non-Life independent with a profile oriented on various toipcs such as pricing, reserving under IFRS4, Solvency II or IFRS 17 frameworks with a good appetite for coding. I have a fairly diversified background which allows me to have a fairly broad vision.

Sami has more than three years of experience with KPMG. He has a particular appetite for statistical models, data manipulation and has worked on the following topics:

•Reserving, underwriting and re-insurance:

•Suggestion of recommendations on reserving, underwriting and reinsurance as part of Actuarial Function

•Study on the sums insured covered by reinsurance treaties

•Study on the adequacy of the reinsurance policy

•Review of the Pricing Model

•Reserving calculations analysis:

•Independent reserving recalculation :

•Estimates for outstanding claims reserves : Chain Ladder, Loss ratio method, Bornhuetter-Ferguson, additive methode

•Risk adjustments : Value at Risk method

•Fast-close to hard-close method validation

•Methodology and assumptions review

•N / N-1 variation analysis by detection of strong Boni / Mali

•Creation of a micro reserving tool under R for Medical Civil Liability guarantees:

•Quality of data study with Alteryx and data visualization with Power BI

•Study on inflation

•Ultimate loss prediction

•Excel artworks development:

•Calculation of Loss Ultimate calculation (with precessing of LDF and hypothesis verification)

•Calculation of Boni / Mali and monitoring of ULR and ILR indicators

•Pricing revue of an affinity insurance warranty

•Data quality validation under SAS (SQL) within an information system migration

•IFRS 17 :

•Evaluation of BE ceded, RA ceded and loss recovery component under IFRS 17

•Solvency II :

•Pillar 1 : Methodological review of reserves (BE premiums / BE Claims / Risk Margin) and economic capital (SCR Premiums & Reserves and NSLT Health / SCR CAT Non-Life / SCR CAT / SCR Operational)

•Pillar 2 :

•Assessment of the overall solvency requirement, permanent compliance with capital requirements and technical reserves

•Assessment of the significance of the deviation of the risk profile from the assumptions underlying SCR calculus

• Actuary Master Degree from Paris Dauphine (Tunisian Campus)
• Casuality Actuarial Society (P and FM exams cleard)