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GRA · Actuarial and Quantitative Risk

Spatial financeWhere capital meets hazard, exposure and transition

Lêkolîn û delîl

Actuarial and Quantitative Risk research asks how to estimate tails honestly with short and changing data, how to represent dependence between perils and regions, how climate should condition pricing, and how models should be validated when the past is a biased sample.

Open Methods and uncertainty Back to Actuarial and Quantitative Risk
01Qada xebatê

The workspace for research and evidence.

Evidence grading

Research and evidence · Review wave 2 · Example interface, not a record

Two sources downgradedGRA · Actuarial and Quantitative Risk

Certainty by criterion

0 low to 100 high

Higher is more certain. Values are examples.

Review queue

  1. R-1Best estimate reservessecond reviewer4 d
  2. R-2Risk marginsecond reviewer1 d
  3. R-3Actual vs expected claimssecond reviewer3 d
Evidence grading.Navrûyeke ronîker; ne daneya zindî ye.

Actuarial and Quantitative Risk · Evidence grading. Evidence grading: example names and illustrative values, not a record.

02Pirs

What the research asks.

  1. 01

    Loss distributions

    Frequency, severity and aggregate loss, and how tails are estimated.

  2. 02

    Extreme value methods

    Tail estimation for hazards, markets and operational losses.

  3. 03

    Climate-adjusted pricing questions

    How non-stationary hazard changes pricing assumptions.

  4. 04

    Credibility and sparse data

    Working where loss history is short or missing.

  5. 05

    Dependence and correlation

    Copulas, contagion and why correlations break in stress.

  6. 06

    Capital and solvency models

    Internal models, standard formulas and their assumptions.

03Rojev

Questions, methods and limits.

PirsRêbazSînor
How uncertain is a 1-in-200 estimate?Extreme value theory with intervalsShort records
How should climate adjust pricing?Trend-adjusted hazard viewsAttribution contested
How should dependence be modelled?Copulas and scenario dependenceTail dependence poorly identified
04Delîl

Every result keeps its label.

Results are labelled as observed, published statistics, estimated, modelled, forecast, scenario or expert judgement. Missing data is shown as missing, never filled silently.

Çavkanî

Source and data register

Where data comes from and on what terms

05Çavkanî

Where this page’s references lead.

Sazî û belgeyên ku ev rûpel li hember wan tê xwendin. Rewş û çap diguherin; her girêdan diçe ba saziya derxistinê.

06Rûpel

Pages in Research and evidence.

Rûpel

Methods and uncertainty

Rûpel

Source and data register

07Pirs û bersiv

Pirs û bersiv.

Can I propose a research question?
Yes. Write to forma têkiliyê with the question, the context and who would use the answer. A proposal receives a reference; it does not commit the platform to the work.
rêzeya Pergalên StratejîkTevkarî bike

Ji vê rûpelê delîl bidin.

rêzeya Pergalên Stratejîk 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.

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