This is a short manual covering every section of the platform, grouped the same way as the left-hand menu.
Underwriting
- Pricing — the quoting workflow. 1) Select a tile on the illustrative map — zoom and drag to navigate, click several tiles to compare them side by side, or search a city / address to jump straight to one. The panel on the right lists every tile you've selected and shows the country, continent, region, GPS corners and any existing book already booked there for whichever tile is active (click a row to switch). 2) Choose a risk from the 40-product catalogue. 3) Review the observed-data chart and stats table (mean, std dev, min, max, latest) for that tile. 4) Pick a trigger tier from the 11-level scale, switch to Manual trigger for a bespoke threshold negotiated with the broker, or Multi-peril blend to combine several perils into one weighted trigger. Enter an insured limit and the premium is computed automatically, with a Calculation details breakdown (base premium, loadings, tax, subsidy, total payable) right below it — click Generate report there to download a one-page PDF summary (logo, premium, calculation breakdown, observed-data chart and risk narrative). Once a standard or manual tier is selected, a Risk report also appears with the historical exceedance events for that tile — followed by a Send for peer review panel to route the quote to a teammate, who can approve or reject it from the same queue.
- Submissions & quotes — the underwriting queue between Pricing and Contracts: every broker submission from first request through review, quote and bind (or decline/expiry), with the requested limit, quoted premium, underwriter and a hit-rate KPI.
- Contracts — the list of bound policies for the logged-in account. Click any row to open a detail panel with contract and client information.
Data & analytics
- Analysis — the portfolio's home dashboard: premium in force, limit exposed, global loss ratio and active policy count, a 6-month premium-vs-claims trend, loss ratio by product, and a feed of the most recent trigger evaluations.
- Data — the tiled grid and the catalogue of observation sources (satellite, reanalysis, ground stations) that feed every product. Each tile shown is a real grid cell with its 4 GPS corners and centroid; tiles are created on demand near insured locations, not pre-computed globally.
- Product — the full catalogue of parametric products under study, filterable by peril family or by free-text search. Click a card to see its coverage summary, trigger mechanism, type and spatial granularity.
- Correlation analysis — pick two variables and, optionally, a country, to see their Pearson correlation coefficient (with sample size and a plain-English read of the direction). The heatmap below summarises every pair analysed so far — blank cells simply haven't been computed yet. The cards at the bottom are shortcuts to known, pre-computed pairs.
- Portfolio analysis — exposure and concentration across the book: total limit and premium, countries and peril families covered, a donut of exposure by peril family, a concentration ranking by country, and the full country × peril × status breakdown.
Management
- Claims — the trigger-driven claims queue: open/paid/disputed counts, a claims-by-status breakdown, a 6-month paid-claims trend, and the full claim list with status filters (pending, approved, paid, disputed).
- Clients — the insured/cedant directory, with premium by sector, a searchable client list, and a Bulk upload button to import several clients at once from a CSV file (with a validation summary before confirming).
- Brokers — the distribution-partner directory: premium volume by broker, and a searchable table with country, policy count, premium volume and brokerage rate.
- Team — internal underwriters and actuaries with platform access, their role, and how many policies each currently handles.
Key concepts
- Basis risk — the gap between the parametric payout and the insured's actual loss, inherent to any index-based trigger. It can never be reduced to zero, but it can be sized and communicated: that's what the Risk report's as-if backtest is for.
- As-if backtest — replaying a trigger against the observed history to show what it would have paid, without waiting for a real event. The standard way to demonstrate a product's relevance before binding.
- Independent calculation agent — a third party (shown on each product's Feasibility & governance panel) responsible for computing and publishing the settlement, so neither the insurer nor the insured is judge of their own case.
- Aggregation risk — distinct from basis risk: the risk that many policies trigger together because they share the same index footprint. A per-site trigger carries less of it than one shared across a wide region — see the breakdown on Portfolio analysis.
Interface tips
- The sidebar toggle (bottom-left, green) shows or hides the left menu — its position never moves, whichever state you're in.
- Every page marked Demo data is running on illustrative data, not a live feed — useful for showing the intended shape of each screen before it's wired to production data.
Video tutorial
A short walkthrough of the platform is in progress — it will appear here once published.
Report an issue
Something not working as expected? Email support@helios-re.com with a screenshot and a short description — we typically respond within one business day.