Standardizing institutional risk for the future of decentralized finance
Founded in Zürich and Singapore by veteran reinsurance actuaries and Ethereum protocol researchers, InsurChain delivers verifiable capital adequacy, solvency metrics, and parametric risk intelligence.
Bridging traditional actuarial mathematics and decentralized execution
For centuries, traditional reinsurance markets relied on opaque, quarterly reporting frameworks to assess insurer solvency. When multi-billion dollar capital pools emerged across Ethereum and EVM networks, underwriters and institutional allocators were forced to rely on rudimentary TVL metrics that concealed catastrophic tail risks.
InsurChain was established to solve this structural deficit. We pioneered decentralized Solvency II adaptation: continuously calculating live Minimum Capital Requirements (MCR), 99.5% Value-at-Risk (VaR), and parametric oracle basis risk directly from raw blockchain state transitions.
Core Operational Principles
Radical Transparency
Every solvency ratio and underwriting reserve calculation can be traced back to open subgraphs and verifiable transaction hashes.
Mathematical Rigor
We reject vanity metrics. Our models implement extreme value theory (EVT) copulas to simulate simultaneous multi-protocol exploit contagion.
Neutral Benchmark Standard
InsurChain does not underwrite risk or issue cover policies. We serve exclusively as an unbiased institutional data and ratings infrastructure.
Meet the Actuaries & Cryptographers
A multidisciplinary team uniting quantitative risk engineers from global reinsurance giants and core protocol contributors.
Dr. Elena Vance, FSA
Former Solvency II Risk Officer at Swiss Re. Fellow of the Society of Actuaries (FSA) with 14 years in catastrophe excess-of-loss modeling.
Marcus Thorne
Former Ethereum Foundation core grant recipient. Specializes in multi-chain EVM data indexing, zero-knowledge proofs, and subgraph pipelines.
Priya Nair, PhD
PhD in Financial Mathematics from Cambridge. Previously quantitative risk strategist at Aon Reinsurance Solutions specializing in parametric trigger modeling.
Kenneth Wu
Former data infrastructure lead at Snowflake & Chainlink Labs. Architected petabyte-scale real-time telemetry pipelines for institutional finance.
Milestones in Onchain Solvency
Genesis & Founding
Incorporated in Zürich, Switzerland. Seed funding round led by top Web3 and fintech venture funds to standardize parametric risk metrics.
Explorer V1 Launch
Public debut of InsurChain Explorer covering Nexus Mutual, InsurAce, and Unslashed Finance with automated Solvency Ratio calculations.
Institutional Datashare
Direct Snowflake and BigQuery live telemetry sharing launched. 20+ institutional reinsurance funds onboarded for automated monitoring.
Studio & MCP AI Protocol
Release of InsurChain SQL Studio, Model Context Protocol (MCP) server for autonomous risk analysis agents, and IC-RISK10 benchmark index.
Join our team of actuaries and engineers
We're hiring across engineering, actuarial research, and institutional relations in Zürich, Singapore, and remote worldwide.