Experience Studies · Policyholder Behavior · Book Volatility
GF Solutions LLC is an independent actuarial modeling and assumption governance advisory serving life insurance, annuity, and reinsurance portfolios. We combine hierarchical Bayesian credibility, multi-dimensional Gaussian Process graduation, and structural causal diagnostics to build transparent, out-of-sample validated assumptions that hold up under executive, audit, and regulatory scrutiny.
Modern insurance blocks face thin multi-way cell exposures, evolving underwriting regimes, and confounded macroeconomic drivers. We help valuation, experience study, and model risk teams replace brittle ad-hoc cell collapsing with unified, auditable statistical structure.
Multi-dimensional mortality and morbidity graduation across sparse cross-classified cohorts using hierarchical partial pooling and Kronecker Gaussian Process surfaces.
Structural and causal modeling of dynamic lapse, surrender, and utilization behavior in spread-intensive annuity and life portfolios, plus accelerated underwriting regime monitoring.
Full parameter uncertainty propagation and out-of-sample holdout validation to quantify true assumption risk and distinguish structural drift from random Poisson claim fluctuation.
Statistical models should sharpen an actuary's structural view of the portfolio rather than hide confounding variables behind opaque surface fits. Every effect decomposition maps directly to interpretable actuarial dimensions.
Cloud-native Hamiltonian Monte Carlo (MCMC) and variational inference pipelines engineered in PyMC, JAX, and Polars evaluate multi-million-row exposure datasets with strict convergence diagnostics (R-hat, ESS, and zero-divergence gates).
Every assumption surface, credibility weight, and holdout diagnostic is linked to cryptographic data hashes and statutory traceability matrices aligned with NAIC VM-20 Section 9.C and VM-31 reporting requirements.
Fellow of the Society of Actuaries (FSA) specializing in hierarchical Bayesian experience analysis, policyholder behavior modeling, and statutory assumption governance for life and annuity insurers.