Insurance Reserve Intelligence Platform

Anugya A, Saket Mohanty, Abhilash Timmapur, Somya Rai

Insurance reserve estimation is a fundamental actuarial task supporting premium pricing, solvency assessment, financial reporting, capital planning, and risk management. Classical reserve methods based on Thiele's differential equation provide a rigorous and interpretable foundation for life insurance valuation, but repeated reserve calculations become computationally expensive in sensitivity analysis, optimization, and large-scale scenario evaluation. This paper presents an Insurance Reserve Intelligence Platform for term-life reserve modelling that combines a classical Thiele-equation solver with a Physics-Informed Neural Network (PINN) enhanced by Knowledge-Informed Neural Network (KINN) losses. The framework includes synthetic policy generation, risk-adjusted premium calculation, classical reserve trajectory generation, reserve-ratio dataset construction, configurable neural training, validation diagnostics, sensitivity and elasticity analysis, prototype optimization workflows, and interest-rate scenario testing. A key refinement is the use of premium ratio and the explicit separation of pricing-time and scenario-time interest-rate semantics. The final model uses seven…