GRA · Actuarial and Quantitative Risk
Spatial financeWhere capital meets hazard, exposure and transition
Xetera aktuarî û hejmarî
The quantitative core of financial risk: actuarial and statistical methods that turn hazard, exposure and behaviour into loss distributions, capital and pricing questions, with their uncertainty stated. Actuarial and Quantitative Risk is an established platform of The Global Risks Alliance.
- Rêbazên STEM
- 6
- Rêbazên kanonîk ên ku ev qad bi kar tîne
- Mijar
- 8
- Rûpelên mijaran di vî warî de
- Hevtayên
- 4
- Platformên di qadên hevpar de li seranserê torê
- Rêzeya raportan
- 2
- Rêzeyên Reports ku tevkarî dike
Actuarial and Quantitative Risk in seven parts.
- 01Platform çi dikeShared methods, stated uncertainty, no sign-off
- 02ÇarçoveXebat li hember çi tê xwendin
- 03Dîmenek giştîWhat Actuarial and Quantitative Risk does
- 04PirsgirêkWhy quantitative models fail when they matter most
- 05Bingeh û hevtayanGrounded in mathematics, connected across three institutions
- 06VegirtinThe areas of insurance and catastrophe this platform takes on
Shared methods, stated uncertainty, no sign-off.
The platform builds shared industry understanding of actuarial mathematics, extreme value theory, stochastic modelling, credibility and pricing theory and model validation. It is GRA’s STEM core, and its the Global Centre for Risk and Innovation (GCRI) counterpart is Zanista pergalan û modelkirin.
Method notes
Clear accounts of methods, assumptions and limits, written for practitioners and reviewers.
Model validation guidance
Research on back-testing, benchmarking and challenger models, without validating any firm’s model.
Quantitative annexes
Method annexes for GRA finance-readiness dossiers, and teaching material.
GRA is a nonprofit business league for the financial services industry. It does not lend, underwrite, rate, invest, advise on or arrange transactions, and readiness work is not approval. Competition safeguards are designed and set out in a written policy.
Reserving workbench.
Ekrana ku tîmek ji bo şopandina vî warî bikar bîne: pîvan, rewş û biryarên wê. Nav nimûne ne û nirx ronîker in.
Pirsên ku ev war li ser dixebite.
Loss distributions
Frequency, severity and aggregate loss, and how tails are estimated.
MijarExtreme value methods
Tail estimation for hazards, markets and operational losses.
MijarClimate-adjusted pricing questions
How non-stationary hazard changes pricing assumptions.
MijarCredibility and sparse data
Working where loss history is short or missing.
MijarDependence and correlation
Copulas, contagion and why correlations break in stress.
MijarCapital and solvency models
Internal models, standard formulas and their assumptions.
MijarQuantitative model validation
Back-testing, benchmarking and challenger models.
MijarMortality and longevity
Health, heat and demographic change in life and pension risk.
Loss exceedance, average annual loss and probable maximum loss.
The loss a portfolio in the footprint can expect per year and at the 1 in 100 and 1 in 250 levels that insurers and lenders price, from the same three blocks every catastrophe model uses. Teaching model with stated illustrative values, not a prediction.
Kontrol
- Typical annual hazard intensity (location)
- 1.00 intensity index
- Belavbûna nirxên tund (pîvan)
- 0.80 intensity index
- Tundiya ku nîvê nirxê tê de winda dibe
- 4.00 intensity index
- Belavbûna lawazî
- 0.55
- Para nirxê di nav şopa metirsî de
- 40%
- Standarda parastinê (heyama vegerê)
- 50 sal
Xwendin
- Windahiya salane ya navînî
- 0.51% of value
- Windahî di 1 ji 100 salan de
- 24.5% of value
- Windahî di 1 ji 250 salan de
- 28.4% of value
- Tundî di 1 ji 100 salan de
- 4.68 intensity index
Jimar, rêbaz û çavkanî
| Heyama vegerê (sal) | Intensity (intensity index) | Windahî (% ya nirxê) |
|---|---|---|
| 1 | 0.09 | 0.00 |
| 2 | 1.27 | 0.00 |
| 4 | 1.91 | 0.00 |
| 7 | 2.47 | 0.00 |
| 13 | 3.00 | 0.00 |
| 24 | 3.51 | 0.00 |
| 44 | 4.02 | 0.00 |
| 82 | 4.53 | 23.55 |
| 154 | 5.03 | 26.44 |
| 287 | 5.53 | 28.87 |
| 536 | 6.03 | 30.88 |
| 1,000 | 6.53 | 32.53 |
Rêbaz
- Metirsî: nirxên dawîn ên Gumbel Gumbel (1958), Statistics of Extremes, Columbia University Press
- Nazikiya lognormal (lawazî) FEMA (2003), HAZUS-MH Technical Manual
- Qada îhtîmala derbasbûnê û windahiya salane ya navînî Grossi and Kunreuther (2005), Catastrophe Modeling, Springer
- Bandora bendavê Di Baldassarre and others (2013), Socio-hydrology, HESS 17
- Pankeya nediyarîyê (Monte Carlo ya parametreyan) Spiegelhalter, Pearson and Short (2011), Visualising uncertainty about the future, Science 333
- Hesasiyeta yek-yek (tornado) Saltelli and others (2008), Global Sensitivity Analysis: The Primer, Wiley
Dane
The model runs on the teaching values set by the controls. To calibrate it for a place, read it against these admitted layers and series, which this page’s map can draw:
- Çem Natural Earth
- Dirêjahiyên bajarî Natural Earth
- Bajar Natural Earth
- Erdhejên M4.5+, hefteya borî (USGS) U.S. Geological Survey · register usgs.earthquake.summary-feeds
- Rêjeya baranê, nîv saeta dawîn (IMERG) NASA GPM IMERG Early · register nasa.gibs.context-live-layers
- Pêşbînî: herikîna çemê, 30 roj bi navber (GloFAS bi riya Open-Meteo) Open-Meteo.com (CC BY 4.0), Copernicus GloFAS · register open-meteo.public-pages
- Berfirehiya avakirî û niştecihbûnê, 2010 (HBASE, Landsat) CIESIN/Columbia, NASA SEDAC HBASE · register sedac.context-urban-layers
Li seranserê şeş stûnan, bi pêşengiya Nexus Consortium
- Ceribandin Labs
- Hatiye avakirin di Actuarial and Quantitative Risk in Foundry
- Tê ceribandin li Actuarial and Quantitative Risk in Universe
- Hatiye kodkirin di Darayî, sîgorta û aborî di Standards de
- Hatiye weşandin di Actuarial and Quantitative Risk in Reports
- Tê de tê dayîn Fakulteya Darayî û Aborî di Academy de
Ya ku xebat li hember wê tê xwendin.
Platform standardan diyar nake. Delîlên xwe li hember çarçoveyên ku saziyên jêhatî pejirandine dixwîne, da ku encamek li cihê ku biryardêrek jixwe tê de dixebite bê danîn.
| Çarçove an standard | Laş | Ya ku diyar dike |
|---|---|---|
| International Standards of Actuarial Practice | International Actuarial Association (IAA) | Model standards for actuarial work, including general practice, IFRS 17, ERM, and models |
| Actuarial Standards of Practice | Actuarial Standards Board (United States) | Professional standards on topics including modelling, credibility, risk classification and catastrophe modelling |
| Insurance Capital Standard | International Association of Insurance Supervisors (IAIS) | A group-wide prescribed capital requirement for internationally active insurance groups, adopted after a monitoring period |
| Solvency II | European Union, with EIOPA technical standards | Risk-based capital calibrated to a one-in-two-hundred-year loss over one year, with standard formula and internal model routes |
| IFRS 17 Insurance Contracts | International Accounting Standards Board | Measurement of insurance liabilities, including the risk adjustment for non-financial risk |
| Actuarial Profession Standards and Technical Actuarial Standards | Institute and Faculty of Actuaries; Financial Reporting Council (United Kingdom) | Professional conduct and technical standards for actuarial work in the United Kingdom |
| CMI Mortality Projections Model | Continuous Mortality Investigation of the Institute and Faculty of Actuaries | A widely used model for projecting mortality improvements in the United Kingdom |
| Mortality improvement scales | Society of Actuaries (United States) | Published scales and tools for projecting mortality improvement for pension and insurance use |
Trace a shock in Actuarial and Quantitative Risk to the balance sheet.
Assembled from the Nexus Standards area profile Insurance and reinsurance: the shocks it names, the pergalan and sectors that carry the loss, the controls that dampen it and the data that observe it. Pick an initiating shock and step through the cascade to see which exposures it reaches and where losses could concentrate. The Map view places the run on an example geography with open data. Every weight is a stated assumption. An exercise, not a forecast, a valuation, a rating or investment advice. To model a place of your own choosing, open the full System Builder.
Metirsî
- Tropical cyclone
- Erdhej
- Ice-jam flood
- Wildfire
- Storm surge (set off downstream)
- Intense rainfall (set off downstream)
- River flood (set off downstream)
- Flash flood (set off downstream)
- Dangerous surf (set off downstream)
- Qutbûna berfireh a elektrîkê (li aliyê jêr çê dibe)
- Koçberiya girseyî (li aliyê jêr çê dibe)
- Coastal flood (set off downstream)
- Aftershock sequence (set off downstream)
- Fault surface rupture (set off downstream)
- Soil liquefaction (set off downstream)
- Slope slide (set off downstream)
- Rockfall (set off downstream)
- Tsunami (set off downstream)
Pergal û girêdan
- Insurance and reinsurance
- Banking Girêdan
- Development finance institutions Girêdan
- Humanitarian and civil society Girêdan
- Agriculture and land use Girêdan
Kontrol
NS-0Destûr û prensîbNS-3UNIyên tomara xetereyê (rêzimanî, nexşeya veguhastina ji pergala kevin, desthilata veqetandinê)NS-9UNI yên çarçoveyî (belavkirin, mînak, mînakên bernameyê)NS-10Policies and clauses (machine-readable obligations: definition, binding, evaluation and enforcement)NS-11Piştrastkirin û çavdêrî (delîl, erêkirin, çavdêriya lihevhatina zero-trust)NS-14Lihevhatin û nexşeya li standardên derveyîNRS-F3Insurance, catastrophe risk and protection gapsNRS-H113Hazard family: Financial-system fragility (NHS-1 soc.financial-system)NRS-U17Universe platform profile: Insurance NexusNRS-H71Hazard family: Deep-time and cosmic catastrophes (NHS-1 planet.deep-time)NRS-H65Hazard family: Planetary boundary transgressions (NHS-1 planet.boundary)NRS-F8Parametric and index-based risk transfer
Çavdêrî
- OECD Data Explorer (incl. Creditor Reporting System, insurance and pension statistics) (listed for reference)
- Insurance statistics (listed for reference)
- USGS earthquake GeoJSON summary feeds (listed for reference)
- Direct economic loss attributed to disasters in relation to global gross domestic product (GDP)
- Direct economic loss attributed to disasters in relation to global gross domestic product
- (a) Number of commercial bank branches per 100,000 adults and (b) number of automated teller machines (ATMs) per 100,000 adults
Erdnîgariya mînakê
- Western Europe: 152 hexagonal cells
- Rêjeya barînê, nîv saeta dawî (IMERG), NASA GIBS
- Ronahiyên şevê îşev, qutbûn (VIIRS Day/Night Band), NASA GIBS
- Ava rûyê erdê di nav ewr re, 30 m (radara OPERA DSWx-S1), NASA GIBS
- Carbon monoxide, smoke transport (AIRS), NASA GIBS
What Actuarial and Quantitative Risk does.
Actuarial and quantitative risk is the mathematics behind insurance and financial risk estimates, from loss distributions to capital models. Global Risks Alliance’s platform explains loss and extreme value methods, climate-adjusted pricing, credibility, dependence, solvency models, validation and mortality and longevity, under professional standards. It gives no actuarial opinions.
Civaka wê
Actuaries; quantitative analysts; catastrophe modellers; risk modellers; model validators; academic statisticians.
Rêbazên wê
Actuarial mathematics; extreme value theory; stochastic modelling; credibility and pricing theory; model validation.
Derketinên wê
Method notes; model validation guidance; quantitative annexes to finance-readiness dossiers; teaching material.
What Actuarial and Quantitative Risk means for exposure, loss and capital.
The exposure, loss, scenario and capital views a risk officer, supervisor or ministry of finance would ask for, with the frameworks they report against. Structures follow supervisory and actuarial practice. Values are illustrative: never prices, ratings or advice.
Exposure and loss at return periods
How losses from Actuarial and Quantitative Risk grow with severity, gross and net of reinsurance, against capital.
| Return period | Annual probability | Gross loss | Net loss | Net, capital = 100 |
|---|---|---|---|---|
| 1 in 10 | 0.10 | 14 | 10 | 10 |
| 1 in 50 | 0.02 | 33 | 21 | 21 |
| 1 in 100 | 0.01 | 46 | 27 | 27 |
| 1 in 250 | 0.004 | 68 | 39 | 39 |
| Windahiya salane ya navînî | 3.1 | 2.2 | 2.2 |
Transmission channels
How a shock in Actuarial and Quantitative Risk reaches credit, market, underwriting, liquidity and operational risk, and feeds back.
Why quantitative models fail when they matter most.
Actuarial science and quantitative finance exist to put numbers on uncertainty: how often claims occur and how large they are, how long people live, how asset values move and how much capital is needed to survive bad years. These methods are powerful, and they underpin the solvency of insurers, pension funds and banks. Their failures are also well documented. Models calibrated on calm periods underestimated losses in financial crises; catastrophe models have been surprised by events outside their historical experience; correlations that looked stable broke down under stress; and longevity assumptions have repeatedly needed revision.
Three features make these failures systemic. First, the tail of the loss distribution, where rare but severe outcomes sit, is precisely where data are scarcest and estimates least certain. Second, dependence between risks tends to rise in a crisis, so diversification that looked reliable disappears when it is needed. Third, the world changes: climate change, medical advances, technology and new financial structures make the past an imperfect guide to the future. When many institutions use similar models and assumptions, their errors can be correlated too.
Good quantitative practice responds by stating uncertainty honestly, testing models against data they were not built on, challenging them with alternatives and being clear about what they cannot represent. That practice is shared across insurance, banking, pensions and financial stability, which is why it needs a common professional home.
Exposure, hazard and the exceedance curve.
Which places drive loss in a severe year, and how far it reaches into reinsurance. Illustrative design values.
Grounded in mathematics, connected across three institutions.
The platform stewards actuarial mathematics and financial and risk engineering in the STEM Commons, and applies extreme value theory and tail risk, probability and statistics, uncertainty quantification and model validation and high-performance, cloud and edge computing. It sits in the fields of insurance and catastrophe, methods and modelling and capital markets and investment.
At The Global Centre for Risk and Innovation (GCRI), its counterparts are Zanista pergalan û modelkirin, Systemic Risk Management, Labs and Foundry, where reproducible compute is designed to run. Within GRA, the platform supplies methods to Sîgortaya duyemîn û katastrof, Insurance Nexus and AI and Financial Model Risk, and actuarial methods remain a chapter topic of Reinsurance and Catastrophe. Research feeds the Rêbaz û teknîkî and Finance and Insurance Readiness series, and the Universe theme shared quantitative methods for an edition tests them in an exercise setting.
The areas of insurance and catastrophe this platform takes on.
Actuarial and Quantitative Risk studies the mathematics behind insurance and financial risk estimates: loss distributions, extreme value methods, climate-adjusted pricing, credibility when data are sparse, dependence between risks, capital and solvency models, model validation and mortality and longevity. Its pages set out how each method works, where it fails, which data and professional standards apply, and who signs off the results, with every source labelled. Global Risks Alliance shares professional understanding and does not give actuarial opinions or advice.
Loss distributions
Frequency and severity models, aggregate loss distributions and the choices that shape their tails.
Extreme value methods
Modelling the largest losses and hazard extremes beyond the observed record, with their uncertainty.
Climate-adjusted pricing
Adjusting premiums and loss estimates for changing hazard rather than relying on past averages alone.
Credibility and sparse data
Blending limited own experience with wider data, and estimating risks with few observations.
Dependence and correlation
How risks move together, especially in the tail, and how diversification credit is justified.
Capital and solvency models
Standard formulas and internal models that set the capital insurers and banks must hold.
Model validation
Testing, back-testing and independent review of quantitative models against professional and supervisory standards.
Mortality and longevity
Mortality tables, improvement projections and the risk that people live longer than assumed.
Li ser zanist, teknolojî, endezyarî û matematîka bi nav hatiye avakirin.
Every claim on Actuarial and Quantitative Risk rests on methods with a canonical page in the STEM Commons, so readers can see what a finding depends on and where its limits lie.
Kar di vî warî de çawa dimeşe.
Pirsek dibe delîl, avakirineke birêvebirî, civakeke organîzekirî, ceribandineke kontrolkirî, weşaneke nirxandî û di dawiyê de biryarek ku desthilata jêhatî li gorî qaîdeyên xwe digire.
- Pirs Universe National, regional or institutional priority. Question in Actuarial and Quantitative Risk
- Delîl Foundry STEM foundation of the platform. Evidence in Actuarial and Quantitative Risk
- Ava bike Foundry Foundry. Build in Actuarial and Quantitative Risk
- Organîze bike Universe Ekosîstema Nexus. Organise in Actuarial and Quantitative Risk
- Ceribandin Universe Universe (independent site). Test in Actuarial and Quantitative Risk
- Biweşîne Reports Reports. Publish in Actuarial and Quantitative Risk
- Biryar bide Desthilata jêhatî Desthilat û sazîyên jêhatî, bi riya NXS-RLS (beşdar, lihevkirin û radestkirin). Decide in Actuarial and Quantitative Risk
- Nû bike Universe Corrections and the next annual agenda. Renew in Actuarial and Quantitative Risk
Her gava çerxê di stûna ku tê de dimeşe; biryar li ba rayedara jêhatî dimîne, li derveyî bernameyê.
- Labs
- Foundry
- Universe
- Nexus Standards
- Reports
- Risk Academy
- Rayedara jêhatî (li derveyî bernameyê)
Ev di nav şeş stûnan de çawa dixebite.
Actuarial and Quantitative Risk works through six pillars of one annual programme, led by the Nexus Consortium, with GCRI, the Global Risks Forum (GRF) and GRA each contributing in its role: explore, experiment and prototype in Labs, build, simulate and prepare in Foundry, convene and test in Universe, codify, correct and apply in Nexus Standards, publish in every format in Reports, teach in the open in Risk Academy.
handoff in playrecorded handoffno direct handoff
Sala bernameyêHemû qonax
Rê
Tevahiya bernameyê
Every pillar hands its work to another; together they close the year’s feedback loops.
L · F · U · S · R · A
- Stûn
- 6 ji 6
- Radestkirin
- 18 ji 18
- Çerx
- 17 girtî
Radestkirinên di xebatê de
- F01Universe → Foundry · Mîsyona pejirandî dibe projeya çerxê bi doza biryarê reAmadekirina amadebûnê
- F02Foundry → Universe · Core Build Report û delîlên çûn an neçûnêAvakirina kontrolkirî
- F03Foundry → Reports · Çavdêrî û rêzeyên nîşanderan ên morkirî li pişt profîlekêGirtina projeyê
- F04Universe → Reports · Encamên piştî çalakiyê û senaryoyê ji bo beşên 10 û 13Vekolîna piştî çalakiyê
û 14 yên din
- LabsCihê ku pirs dibin ceribandin û prototîp: rêbaz, dane û amûrên nû bi vekirî têne ceribandin, bi sînorên wan di qeydê de, berî ku Foundry wan ava bike, di bin Nexus Consortium de.Labs
- FoundryWhere exposure and scenario evidence is built so supervisors, insurers and investors can read it.Actuarial and Quantitative Risk in FoundryFoundry
- UniverseWhere scenarios are tested in controlled exercises, and finance-readiness dialogues read what they mean for capital and cover.Actuarial and Quantitative Risk in Universeuniverse.nexus
- Nexus StandardsWhere disclosure and data rules are codified so risk evidence is comparable for finance and insurance.Darayî, sîgorta û aborî di Standards denexustandards.com
- ReportsWhere sector analysis and the finance and insurance readiness series are published, with exposure and limits stated.Actuarial and Quantitative Risk in ReportsReports
- Risk AcademyWhere finance, insurance and public-finance professionals learn to read risk evidence, on Risk Academy.Fakulteya Darayî û Aborî di Academy derisksacademy.com
Heman qad, bi sê awayan hatiye dîtin.
GCRI studies a field as science, GRF governs it and GRA builds shared financial understanding of it. Actuarial and Quantitative Risk links to its counterparts so that work on one side is visible on the others.
Pages in Actuarial and Quantitative Risk.
Mandat û weşanger
RûpelNêrîna giştî ya qadê
RûpelLêkolîn û delîl
RûpelNûbûn û teknolojiya pratîkî
RûpelBername û proje
RûpelDane û rêbazên teknîkî
RûpelCivaka pispor
RûpelFêrbûn û pêşketina pîşeyî
RûpelBûyer û diyalogên teknîkî
RûpelLêkolîn û weşan
RûpelRêyên beşdarbûnê
RûpelBi tîma pispor re têkilî deyne
RûpelBawerî, maf û rewş
RûpelSTEM foundation of Actuarial and Quantitative Risk
RûpelKar di vî warî de çawa dimeşe
RûpelDi Foundry de ava bike
RûpelCeribandin li Universe
RûpelDi Reports de biweşîne
RûpelHeman qad li seranserê Konsorsiyûmê
RûpelMijar
Pirs û bersiv.
Who publishes Actuarial and Quantitative Risk?
Is Actuarial and Quantitative Risk active?
Ez çawa dikarim beşdar bibim?
Encam li ku têne weşandin?
Kîjan nirxên vê platformê rastîn in?
Ez çawa çewtiyekê rapor bikim?
Does the platform validate or approve models?
Is this a professional actuarial body?
Ji vê rûpelê delîl bidin.
Reports is the Consortium’s quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.
- E-nameGateway GW-GRAJi vê rûpelê bişîninDelîl, rastkirin, doz, rêbaz, nirxandin, wergerandin an têketina profîlê. Bi nîşana vê rûpelê digihîje, ji ber vê yekê edîtorê xwediyê wê wê bistîne.
- ZenodoDepoya vekirîWê razînin û ji civakê re bişîninTomara xwe li Zenodo bi ORCID iD ya xwe biweşînin, paşê wê li wir ji civaka Reports re bişînin. Kurator wê vedikolin; DOI ya we dimîne.
- ReportsGlobal Risks AllianceSee every way to contributeThe contribution types, how each is reviewed, what credit you receive, the licence and what is never accepted.
Tu carî daneyên şexsî, hûrgiliyên binesaza hesas an tiştekî ku mafê we yê parvekirinê tune ne neşînin. Beşdarî berî bikaranînê tê nirxandin; şandina wê nivîskarî an mafên edîtorî nade û sponsorî tu carî encamekê nakire.
How Actuarial and Quantitative Risk works.
Choose a view and press Play to follow the platform’s process, its programme year, the standards it applies and how its findings are published. The outline shows how the work is designed to run, not the status of any decision.
Xetera aktuarî û hejmarî
How Actuarial and Quantitative Risk works
Platform · Sala bernameyê · Standards · Reports
Platform qadekê bi rêbazên bi nav, delîlên bi etîket û derketinên ku diweşîne ve girê dide, bêyî ku bibe rayedara ku xizmetê dike.
01 Çarçove
- 01Wer û malbatDestpêk · Serokê platformêRûpela sereke qadê, malbatên wê û yên ku xizmetê dide wan dide diyarkirin.
- 02Dosyeyên mijaranTomar · Nivîskarên platformêMijar mijarê bi delîlên bi etîket vedibêjin.
02 Delîl
- 03Etîketên delîlanTomar · GCRIHer nirx etîketkirî ye: çavdêrîkirî, statîstîka weşandî, texmînkirî, modelkirî, senaryo an nenas.
- 04RêbazGav · Xwediyên rêbazanRêbaz ji STEM Commons têne, her yek bi rûpeleke kanonîk.
03 Work
- 05Senaryo li ser pergalanModel · Stûna FoundrySenaryoyên ku li ser pergalên Nexus têne xebitandin, wekî senaryo têne nîşankirin.
- 06Standardên ku têne sepandinTomar · Nexus StandardsPlatform standardên ku têne sepandin nav dike. Raporta vekolîner delîl e ji bo nirxandinê.
04 Biweşîne
- 07ÇapanTomar · ReportsEncam bi sînorên xwe re bi riya Reports têne weşandin.
- 08Rayedar biryar dideEncam · Rayedara jêhatîBiryar û cîbicîkirin li cem hukûmet, operator an saziya bi lîsans dimînin.
Actuarial and Quantitative Risk home · Platforms · Shared methodsVê kurte ravekirinê dide ka xebat çawa hatiye sêwirandin ku bimeşe; rewşa tu biryar an tomarê rapor nake.
Take part in Actuarial and Quantitative Risk.
Start from who you are. Answer an open call. Or form and lead a competence cell on the Actuarial and Quantitative Risk platform.
Saziyên neteweyî
Wezaret, ofîsên statîstîkê û ajansan: masa neteweyî û beşa neteweyî, û kursiyek di komên xebatê de. Beşên neteweyî
Sektor û pîşe
Operators, regulators, banks, insurers and professional bodies whose work touches Actuarial and Quantitative Risk. Beşdar bibe
Standards
Rêbaz û standardên daneyê bi komên xebatê re pêşnûme bike, binirxîne û bipejirîne. Komên xebatê
Civak û lêkolîn
Zanîngeh, civaka sivîl û pisporên takekesî: proje, dane û vekolîn. Ji tîmê re binivîsin
| Banggewaziya vekirî | Digere | Digire |
|---|---|---|
| Banga damezrandinê ya ji bo pisporan ji bo komên xebatê CALL-FOUNDING-EXPERTS | pispor, edîtor, serok | 2026-12-15 |
| Berjêrkirina vekirî ji bo sê kursiyên pisporên serbixwe yên Global Standards Council CALL-GSC-IND | council-member | 2026-12-01 |
| Berendamkirinên endamên herêmî yên demkî (tenê heke maddeya veguhêz were biryardan) CALL-GSC-REG | council-member | 2026-12-15 |
| Nirxandina xeta bingehîn a xetereyê ya pêla 1 (C1, C2, C3, C4, C8, C10, C11) CALL-REVIEW-WAVE1 | tevkar | 2027-01-31 |
| Pispor ji bo standardên bingehîn ên zanista xetereyê: nediyarî û pileyên delîlan, pîvan, nirxandina pisporan a sazkirî, tehemulbûn, nirxên giran û bûyerên tevlihev, xetera karesatî û hebûnî, etîk û wekhevî, yekeyan û pîvandin (NRS-C17 heta NRS-C24) CALL-CORE-SCIENCE | pispor, edîtor, serok | 2027-01-31 |
| Nirxandkarên serbixwe ji bo malbatên atlasa metirsiyan, sê ji herî kêm du herêman ji bo her malbatê (NHS2-R19), malbatên pêşîn bi pêşî CALL-ATLAS-REVIEW | pispor | 2027-03-31 |
| Endamên Panela Vekolîna Ewlehiya Sînor a demkî û vekolînerên tîma sor (ewlehiya biyolojîk, ewlehiya AI, ewlehiya binesaza girîng); serlêdan bi nepenî têne rêvebirin CALL-FRONTIER-SAFETY-REVIEW | pispor | 2026-11-30 |
| Pisporên ontolojî, metrolojî, verastkirina nermalavê û nirxandina lihevhatinê ji bo qeyda pêdiviyan, nûnertiya makîneyî ya NHS-2, komên ceribandina lihevhatinê û pîlana nirxandina lihevhatinê CALL-CONFORMANCE-ONTOLOGY | pispor, edîtor | 2027-01-31 |
Banggewazî yên ku dîroka girtinê borandine bi xweber têne veşartin. Hemû banggewazî, pêşniyar û rê: qad û banggewazî yên vekirî.
Şaneyê kom bike
Sê heta heft kesan bi jêhatîbûnên temamker bi hev re bînin cem hev: dane, pratîka zeviyê, siyaset û ragihandin.
Tomar bike
Write to the team with the cell’s name, members, area and region. You receive a reference and a contact. Ji tîmê re binivîsin
Peymanekê hilbijêrin
Yek navend hilbijêrin: lêkolîn û delîl, dane û nexşe, vekolîna standardan, an amadekariya civakê.
Bi hev re fêr bibin
Rêyên xwendinê yên hevpar ên xetereyê li Risk Academy bişopîne, bi pratîk û tomara her kursa qediyayî. Metirsî û berxwedan
Rêve bibe û raporê bide
Danişînên birêkûpêk li dar bixin. Ya ku şaneyê fêr dibe bi riya Reports biweşînin. Encaman bigihînin komên xebatê. Komên xebatê
Ya ku tîmeke neteweyî an civakeke herêmî niha dikare li ser The Global Risks Index (NXS-GRX) bike.
Your country’s profile
Profîlên xetereyê yên vekirî ji bo 195 welatan, bi çavkanî û lîsansê li ser her nirxê. Index veke
Rast bike an bersiv bide
Nirxekê rast bike an ji bo welatê xwe bersiv bide. Guhertin bi bandora xwe tê tomarkirin. Index veke
Daneyên pêşkêşiyê
Daneseteke pêşkêş bike. Ew bi derîyê lîsansê re bi krediya we dikeve. Index veke
Her wêneyê vê rûpelê hatiye indekskirin: metirsî, avhewa, nakokî, cîhan.
The Index is the Consortium’s indexing system for risk data. Every indicator, hazard, series and country profile carries its Nexus Standards , çavkanî û lîsansa xwe digire, da ku ya ku ev rûpel nîşan dide were şopandin, rastkirin û ji nû ve bikaranîn.
- 01 · Çavkanî205 çavkaniyên tomarkirîHer nirx çavkanî û lîsansa xwe digire; nirxên hatine veşartin têne jimartin.Dane û lîsans
- 02 · Nexus StandardsNIS-1 û NHS-1451 nîşander, 905 metirsî; her tomar UNI.Nexus Standards
- 03 · Index54 rêze, 195 profîlên welatanLi ser standardan hatiye hesabkirin; tu nirx nayê weşandin heta ku çapek neyê berdan.The Global Risks Index
- 04 · Ev rûpelXetera aktuarî û hejmarîNexşe, wêne û herik Index di çarçoveya metirsî, avhewa û nakokiyê de dixwînin.API a giştî
Rêzeyên di vê çarçoveyê de metirsî, avhewa, nakokî
- GLBPergalên cîhanîRewşa xetera cîhanîya girêdayî hev: bîst indeksên qadan ên li ser cîhanê hatine kombûn, pênc pergalan bingehîn (av, enerjî, xwarin, tenduristî, cûrbecûrbûna jîndaran) û girêdanên wan, qeyda dûvik a cîhanî û valahî…NXS-GRX-AR-000002Metirsî · Avhewa · Pevçûn
- THÎstîxbarata Xetera Karesatan (DRI)Nîşan, çavdêrî, herikên bûyeran, qatên erdnîgarî û pakêtên senaryoyê hatine veguherandin agahiya xetereyê ya birêkûpêk ji bo amadekarî û plankirinê.NXS-GRX-AR-000111Metirsî · Avhewa · Pevçûn
- GSBajarên CîhanêRûbirûbûna bajarî, germ, lehî, niştecihên neyasayî, girêdayîbûna xizmetan û giraniya aborî ya bajarên di xetereyê de.NXS-GRX-AR-000068Metirsî · Binesazî · Avhewa
- GSAvhewaya cîhanêMetirsiya fîzîkî ya avhewa ya domdar û ya tûj, rûbirûbûna veguherînê, valahiyên lihevhatinê û rêçên senaryoyê heta 2030, 2050 û 2100.NXS-GRX-AR-000065Avhewa · Metirsî · Fînans
Profîlên welatan cîhan
Her profîla welat çavkanî û lîsansa her nirxê dihewîne. Nirxekê rast bike an bersiv bide
Qadên metirsî NHS-1
- Atmosfer û hewaNXS-GRX-AR-000135
- Erdê hişkNXS-GRX-AR-000138
- Bûyerên pergalî û tevlihevNXS-GRX-AR-000148
Geodane û API vekirî
Qatên vekirî li ser tora şeşgoşeyan a bi qada wekhev, wekî qebare li ser her km² an wekî sembol têne nîşandan: Mirov · GHSL 2025Mirov · WorldPop 2025Qada avakirîBenderBalafirgehRêRêhesinÇem û xetên navîn ên gol
/api/v1/public/grix · https://nexustandards.com/uni/{uni}
Pêşdebir · Dane · Bi Natural Earth, Domaina giştî; GHSL û WorldPop, CC BY 4.0 hatiye çêkirin
Wêneyê qeydên Index ên di 2026-10-23 · 22c6eed de hatine sabitkirin. Agahiyên lêkolînê û analîtîka xetereyê: ne nirxandin, ne dabeşkirina fermî, ne hişyarî, ne pîvan û ne şîret in.
Bring an exposure or capital question to the Alliance.
Agahî û pirs îro vekirî ne. Pirsek referansekê distîne û gava piştî wê dide nasîn; serlêdan, drav, veqetandina hesabkirinê û tomarkirin tenê dema ku tîm, mercên wê û kapasîteya vekolînê hebin vedibin.
Belgeyên hiqûqî.
Nexşe, dane û jimarên vê malperê ji bo çarçoveyê û agahiyên giştî têne nîşandan. Ew ne şîret, ne pêşbînî û ne hişyarî ne; sînorên agahiyê di Daxuyaniyên Berpirsiyariyê û Daxuyaniyên Daneyê de hatine diyarkirin.