Simulation Results
Monte Carlo analysis with 5,000 simulations demonstrates actuarial soundness of the art captive syndicate.
Simulation Results
Two core simulations validate the financial viability and risk profile of the art captive syndicate. All results require formal actuarial validation before use.
📊 Monte Carlo Solvency Analysis
5,000 simulations over 10-year projection horizon
🎨 Claims Distribution Analysis
10-year claims by risk type and art business segment
Methodology
Industry-standard actuarial methods underpin every simulation in this feasibility study. Formal validation by a licensed actuary is required before captive formation.
Monte Carlo
Poisson-distributed claim arrivals with lognormal severity. 5,000 independent simulation runs over a 10-year projection horizon to establish confidence intervals for art-specific loss scenarios.
Claims Modeling
Risk-type weighted frequencies calibrated to art industry loss data: transit damage rates, storage incident frequencies, theft statistics, and restoration complication probabilities.
Financial Modeling
Premium calculation with expense loading, conservative investment return assumptions, operating expense projections, and continuous solvency tracking across all art business segments.
Next Steps
Explore regulatory compliance or return to the captive overview.