Actuarial & quantitative software · Excel-native
Alix: pricing and risk math,
without leaving Excel.
Alix is Lwalix Consulting's Excel add-in for burning cost, exposure rating, catastrophe, credit & surety, and Monte Carlo simulation across 20+ distributions — actuarial and quant-grade calculation engines, spreadsheet-native workflow.
| U/W Yr | 12 | 24 | 36 | 48 | 60 |
|---|---|---|---|---|---|
| 2021 | 4 812 | 6 930 | 7 604 | 7 811 | 7 855 |
| 2022 | 5 116 | 7 244 | 7 972 | 8 190 | — |
| 2023 | 5 380 | 7 601 | 8 349 | — | — |
| 2024 | 5 601 | 7 927 | — | — | — |
| 2025 | 5 894 | — | — | — | — |
Burning cost and reserving share one loss triangle — gold marks the evaluation diagonal.
What Alix does
Four modelling modulesBurning cost & reserving
One loss dataset, two views
A shared loss-triangle engine drives both burning cost analysis and chain-ladder reserving, so exposure and reserving work from a single, consistent dataset instead of parallel spreadsheets.
Exposure & treaty pricing
Surplus and XL, properly curved
Exposure rating with interpolated severity curves, as-if trending, and rate on-levelling — built as functions you call directly from a cell, not a separate model file.
Credit & surety
Portfolio simulation, native
Single-factor Vasicek simulation for credit and surety portfolios, with deferred LGD sampling and full correlation structure, returned straight into your workbook.
Simulation & distributions
Monte Carlo across 20+ distributions
A fitting and simulation engine spanning 20+ severity and frequency distributions, plus Brownian motion for path-dependent payoffs — Asian, barrier, lookback — all driven by a flexible expression parser, so a new payoff or distribution is a formula away.
Built for the treaty desk
Who it's forReinsurance pricing
Actuaries pricing proportional and non-proportional treaties who want the model and the workbook to be the same document.
Brokers
Placing teams who need defensible exposure curves and burning cost views without leaving the submission spreadsheet.
Credit & surety
Teams running portfolio correlation and capital views who need simulation speed inside a familiar interface.
Reserving
Practitioners running chain-ladder and related methods off the same triangle used for pricing, not a re-built one.
Quant & structuring
Analysts pricing path-dependent payoffs who want simulation results back in the workbook, not a standalone model.