The liability side, modelled with the depth it deserves
Archanan has built a new actuarial platform specifically for smaller IORP II defined benefit pension funds.
Our aim: to give funds access to institutional-grade liability analysis through Monte Carlo valuation of liabilities, multi-state modelling, cashflow and sensitivity analysis. It is transparent, configurable, and free of the actuarial black box. No code required.
Backed by Innovation Fund Denmark, with methods independently validated by the University of Copenhagen.
Book us for a demo Our aim: to give funds access to institutional-grade liability analysis through Monte Carlo valuation of liabilities, multi-state modelling, cashflow and sensitivity analysis. It is transparent, configurable, and free of the actuarial black box. No code required.
Backed by Innovation Fund Denmark, with methods independently validated by the University of Copenhagen.
Built the Right Way
Archanan's platform is not a spreadsheet model wrapped in a web interface. It is built in partnership with a professional software vendor, using DevOps best practices, cloud infrastructure, and modern software engineering discipline alongside deep actuarial expertise. The result is a platform that is robust, maintainable, and scalable — the balance between actuarial knowledge and professional software craft that most actuarial tools lack.
The Monte Carlo methodology underpinning the platform is independently validated by researchers at the University of Copenhagen, who are publishing an article comparing the Monte Carlo approach to the more traditional analytical methods based on differential equations. Among the key advantages the research highlights: explainability, configurability, and the removal of the actuarial black box in cashflow and liability modelling.
The platform is backed by Innovation Fund Denmark. It is designed and operated to meet GDPR and DORA requirements — built for regulated financial institutions from day one, not retrofitted.
The Monte Carlo methodology underpinning the platform is independently validated by researchers at the University of Copenhagen, who are publishing an article comparing the Monte Carlo approach to the more traditional analytical methods based on differential equations. Among the key advantages the research highlights: explainability, configurability, and the removal of the actuarial black box in cashflow and liability modelling.
The platform is backed by Innovation Fund Denmark. It is designed and operated to meet GDPR and DORA requirements — built for regulated financial institutions from day one, not retrofitted.
The benefits of the MonteCarlo model
Institutional-grade software at affordable prices
- Monte Carlo valuation of technical provisionsStochastic simulation capturing the full outcome distribution, calibrated to your fund's benefit structure and demographic assumptions. Explainable results at every step — no black box.
- Cashflow projection and analysisLiability cashflows across the full horizon, broken down by benefit type and scenario.
- Sensitivity and scenario analysisHow do your provisions change under different interest rate, mortality, or benefit assumptions? Ready for regulatory risk reporting and beyond.
- Fully configurable multi-state modellingState-dependent mortality, disability, re-entry, deferred vesting, and benefit building blocks. Configurable to your fund's exact rules, without writing code.
- Transparent and auditableEvery run versioned and documented. Outputs traceable to inputs. Designed for supervisory scrutiny and internal governance.
- GDPR and DORA readyBuilt for regulated financial institutions. Data handling and operational resilience designed to meet GDPR and DORA requirements from the outset.
Ready to see it in action?
Version 1 is live and we are onboarding our first clients. If your fund could benefit from deeper, more transparent liability modelling, we would welcome a conversation and happy to demo our MonteCarlo platform.
Phone: +45 2217 2005
Email: hello@archanan.com
Email: hello@archanan.com
