Greyline Risk is an underwriting steering diagnostic. It makes drift visible and shows how practical changes to renewal decisions can materially change the portfolio trajectory.
In long-tail lines, underwriting behaviour is often the earliest signal, not loss ratios.
A steering diagnostic that links observed underwriting behaviour to realistic options, then quantifies the marginal impact of choosing differently in upcoming cycles.
Renewals, towers, and decision boundaries. Where drift is emerging, why it is happening, and where management still has room to act.
No public case studies. No published templates or tooling. The client sees tailored outputs and practical steering implications in session.
Greyline Risk uses contemporaneous evidence to frame what was commercially plausible in the window of deals, then shows what changes if you apply those better choices to a feasible subset of upcoming renewals.