چکیده مقاله
This paper presents a risk based solvency dashboard with a machine learning early warning layer, aligned with ORSA principles under Solvency II We consolidate supervisory grade indicators—SCR and MCR coverage, loss, expense and combined ratios—into a single, colour coded alerting framework governed by risk appetite thresholds The data pipeline is reproducible with EIOPA Solo Quarterly public statistics while remaining plug and play for internal, firm level feeds The early warning system ML‑EWS adopts a light, explainable logistic regression model calibrated on transparent features levels and short term volatilities of SCR/Combined/Loss/Expense , and is designed to remain stable in short time series by enforcing minimum history and label variation criteria A comprehensive analytical layer complements the dashboard: benchmarking against the EEA average, eight quarter trend analysis with alert highlights, optional Life vs Non‑Life segmentation where available, and sensitivity of the combined ratio to premium and claims shocks The solution is implemented in Gradio UI for end user access, allowing near real time monitoring in risk, actuarial and finance workflows We discuss how thresholds connect to the firm’s risk appetite and how outputs support ORSA projections and management playbooks The proposed architecture enables the digitalisation of supervisory and risk management functions within insurers, provides reproducible artefacts code, figures, and tables that ensure transparency and auditability, and offers a transferable blueprint for deployment in Iranian insurers by replacing public inputs with internal datasets while maintaining explainability and governance integrity
کلیدواژهها
نویسندگان
Alireza Khajenoori
Mohammad ali Mohajer
Mohammad ali Mohajer
Alireza Khajenoori
شیوه ارجاع
Khajenoori, Alireza and Mohajer, Mohammad ali,1404,Risk-Based Solvency Dashboard with ML Early-Warning under ORSA,The 32nd National Conference and the 13th International Conference on Insurance and Development: 'Reimagining Supervision in Insurance: An Innovative Path toward Effective Regulation',Tehran
ارائهشده در
مجموعه مقالات سی ودومین همایش ملی و سیزدهمین همایش بین المللی بیمه و توسعه با عنوان: «بازاندیشی نظارت در بیمه؛ مسیر نوآورانه برای تنظیم گری موثر»11 آذر 1404 · تهران