Tailored actuarial support that enhances performance, ensures compliance and builds lasting partnerships.
Who we are

Bespoke Actuarial Consulting, Built on Quality and Trust

We are a small actuarial firm that provides a wide range of bespoke actuarial services. For us, the quality of our work is the key to establishing long term client relationships.

We specialise in providing high quality actuarial consulting services, mainly in life insurance sector. We focus on delivery, technical excellence and knowledge transfer.
What we do

We are a small professional firm that has been carrying out actuarial project work since we were established in 2006.

We help life insurers solve complex capital, credit risk, and matching adjustment problems — quickly, rigorously, and without big-firm overheads.

Specialist actuarial consulting in MA, credit risk modelling, ALM, and regulatory applications.

We are based in the United Kingdom, however our infrastructure is set up so that we can work with you, anywhere across the globe. From this we have learnt the importance and benefits of working together as a team, along with the need for straight forward practical advice and solutions.

The firm is managed by James Sharpe; an actuary and chartered statistician with over 25 years experience. Projects are supported by an actuarial team and wider network of highly experienced actuaries.
How we can help

Bespoke Actuarial Consulting, Built on Quality and Trust

In an ever changing business environment, we recognise that from time to time your staff resources will be put under pressure. By operating from our virtual offices or on site, we can help relieve this pressure and provide skilled actuarial services on a responsive and cost effective basis.

Whether you require assistance with a specific project, such as identifying and implementing the requirements of Solvency II, IFRS 17, or if you simply need to outsource your business as usual work to give you more time to focus on developing your business, we can tailor a package of assistance for you.
Solvency II - Internal Model Development and Validation
Credit Risk Modelling - Solvency II and IFRS 17
Matching adjustment - calculation / optimisation
Matching Adjustment - Asset structuring
Modelling - R, Python, VBA, Prophet
Asset Liability management
Why Choose us

We recognise that providing a quality service that meets your needs is vital to form a successful client relationship.

As a small professional firm, we are completely flexible in how we can work with you, enabling us to provide a bespoke service.

A key part of our ethos is a commitment to building a close working relationship with you and your staff. This ensures that we maximise the transfer of knowledge between us, whilst you remain in control of the direction of your business. In addition a close working relationship also keeps your staff engaged and involved, which is vital for their motivation and development.

Working together, we can help your business meet the challenges it faces in this dynamic business environment. Please contact us to discuss your requirements and how we can best fulfil them.
Sharpe Research

Risk Modeling and Quant Research Services

We have been actively involved in insurance industry, actuarial and statistical research for almost two decades. James Sharpe is the Chair of the Extreme Events Working party with the Institute of Actuaries.

Research papers are presented here. Crop Micro-Insurance was awarded the Brian Hey Prize for best paper in general insurance. Difficult Risks and Capital Models, Ersatz Refence Tests and ALM in the Quantum Era were all awarded the Peter Clark prize for best paper in life insurance. With Calibration of Transition Risk awarded a commendation from the Peter Clark Prize.
Calibration of transition risk for corporate bonds
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Asset liability modelling in the quantum era
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Calibration of VaR models with overlapping data
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Ersatz reference tests
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Difficult risks and capital models
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Uncertainty in functional principal component analysis
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Estimation of the Pareto and related distributions – A reference-intrinsic approach
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Crop microinsurance: tackling poverty, one insurance policy at a time
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Optimising hypothecation in matching adjustment portfolios
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The probability Conflation
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Industry Research

Helpful Industry Research Papers

Measurement and Modelling of  Dependencies inEconomic Capital
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Dimensions reduction techniques
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Contact Us

Reach Out Today

Email:
james@sharpeactuarial.co.uk
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