Every calculation in the AIPX3 analytical workbook — reserve triangles, Monte Carlo simulation, the fiduciary risk engine and its learning loop, fund and ILS optimization, governance registers — recomputed in your browser, formula for formula, with verified parity. No installation, no spreadsheet, no macros.
Recomputed on page load from the feed drivers and the carrier baseline. Audit-grade: freeze the feed mode and every number pins to the snapshot.
Chain-ladder development triangle, division-level sufficiency with a live social-inflation load, IBNR loading by line, NAIC IRIS screen, and the survival-discount projection.
The five-component fiduciary score with its adaptive learning loop, early-warning signal matrix, 60-path ensemble forecast band, and capital-efficiency action ranking.
The 400-trial frequency-severity loss simulation. Replay the workbook's seeded draws exactly, or re-simulate with your own parameters — something the shipped file cannot do.
Holdings register with unrealized P&L, RoRAC by sleeve against hurdle rates, the 90-day reallocation plan, and three anchor stress cases on $500B AUM.
Paste an insurance-linked-securities portfolio into the intake table and the optimizer computes RoRAC, basis-risk-adjusted scores, capital relief, and a reallocation, live.
SOX/ICFR control register, continuous control testing, deficiency and remediation tracking, source-to-cell provenance, and audit-grade feed freeze — the discipline that makes every number defensible.
Litigation-driven reserve loads across seven long-tail lines, ILS mispricing edges, and a fiduciary-first capital waterfall: duty funds before a dollar of arbitrage deploys.
Twenty-six stakeholder briefings from one governed snapshot: CEO to PCAOB, rating agencies to LP investors. Each role sees its duty, no number computed twice.
Ten units priced to fair value with BUY/HOLD/SELL signals, a real cat-bond watchlist, market-neutral long/short pairs, parametric VaR/TVaR, and hedge optimization.
Six paired trades — long collateralized indemnity (cell note / 144A cat bond) vs short industry-index swap — with a date-driven seasonal hedge curve, undiversified basis VaR, and a dual carry / mispricing-Z signal scored against the same firm-wide threshold as the swap and cat-bond desks.
The operating backbone: more than 80 risk domains across seven categories, plus registries of data sources, trigger events, live signals, stakeholder duties, the report catalog, and the glossary.
The browser engine is tested against the analytical workbook's own computed values — every suite, 220 assertions. Open the test page and watch them pass in your browser.
One level deeper, before the demo: the thirty-three-module corpus, the product bundles, and the route to the AIPX3 Engine. Sign-in required — credentials are provisioned by AIPX3.
Workbook lineage: AIPX3 Actuarial Fiduciary Intelligence v12 (build 2026-06-05). The browser engine replicates its formulas exactly; carrier figures are compiled from anonymized statutory and SEC filings and are always labeled as sample platform output.