GRA · Actuarial and Quantitative Risk
Spatial financeWhere capital meets hazard, exposure and transition
STEM foundation of Actuarial and Quantitative Risk
The science, technology, engineering and mathematics Actuarial and Quantitative Risk rests on. Each method has a canonical page in the STEM Commons, hosted by the Global Centre for Risk and Innovation (GCRI), and a page here on how it is applied in this field.
Six pages under STEM foundation of Actuarial and Quantitative Risk.
- 01RêbazActuarial mathematics at Actuarial and Quantitative Risk
- 02RêbazExtreme value theory and tail risk for actuarial and quantitative risk
- 03RêbazProbability and statistics for actuarial and quantitative risk
- 04RêbazUncertainty quantification and model validation for actuarial and quantitative risk
- 05RêbazFinancial and risk engineering for actuarial and quantitative risk
- 06RêbazHigh-performance, cloud and edge computing for actuarial and quantitative risk
The methods behind the field.
- 01Actuarial mathematicsReserving with development triangles · Premium build-up · Annuity valuationSteward · Actuarial and Quantitative RiskApplied here
- 02Teoriya nirxên tund û xetera dûvêExcess layer pricing · Tail capital measures · Non-stationary hazard extremesSteward · Reinsurance and CatastropheApplied here
- 03Îhtîmal û statîstîkGeneralised linear models in pricing · Bayesian credibility · Goodness-of-fit testingSteward · Systems Science and ModellingApplied here
- 04Pîvandina nediyariyê û rastandina modelêReserve ranges · Parameter and model uncertainty · Sensitivity rankingSteward · Systems Science and ModellingApplied here
- 05Financial and risk engineeringValuing embedded guarantees · Economic scenario generators · Risk transfer structuresSteward · Actuarial and Quantitative RiskApplied here
- 06Komputerkirina bi performansa bilind, ewr û kenarMonte Carlo simulation · Version control and reproducibility · End-user computing controlsSteward · Data and ComputeApplied here
The STEM methods Actuarial and Quantitative Risk applies, and why.
- Actuarial mathematicsRole in Actuarial and Quantitative RiskActuarial mathematics turns experience, exposure and assumptions into premiums, reserves and capital.
- Extreme value theory for actuariesRole in Actuarial and Quantitative RiskExtreme value theory models the tails of loss and hazard distributions.
- Statistics for actuarial modellingRole in Actuarial and Quantitative RiskProbability and statistics provide the language of quantitative risk: distributions, estimation, dependence, testing and uncertainty.
- Uncertainty in actuarial estimatesRole in Actuarial and Quantitative RiskUncertainty quantification identifies and propagates uncertainty in data, parameters, model structure and assumptions.
- Financial engineering for insurersRole in Actuarial and Quantitative RiskFinancial engineering values and structures instruments whose payoffs depend on risk.
- Computing for quantitative riskRole in Actuarial and Quantitative RiskComputing makes quantitative risk work possible and introduces its own risks.
Each Actuarial and Quantitative Risk method is described once in the STEM Commons at GCRI and applied here to quantitative risk methods.
Grounding makes claims checkable.
When a finding names the methods it depends on, a reader can see its assumptions and limits, and an expert in that method can challenge it.
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.
- Solvency II Directive 2009/138/EC as amended by the 2025 review (apply from 30 January 2027)
- IAIS Insurance Core Principles and ComFrame, including the Insurance Capital Standard (adopted December 2024)
- US interagency revised guidance on model risk management, SR 26-2 (April 2026), superseding SR 11-7
Pages in STEM foundation of Actuarial and Quantitative Risk.
Actuarial mathematics at Actuarial and Quantitative Risk
RêbazExtreme value theory and tail risk for actuarial and quantitative risk
RêbazProbability and statistics for actuarial and quantitative risk
RêbazUncertainty quantification and model validation for actuarial and quantitative risk
RêbazFinancial and risk engineering for actuarial and quantitative risk
RêbazHigh-performance, cloud and edge computing for actuarial and quantitative risk
Pirs û bersiv.
What is a steward platform?
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.
- 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.
- rêzeya Pergalên StratejîkGlobal Risks AllianceHemû rêyên beşdariyê bibîneCureyên beşdariyê, her yek çawa tê nirxandin, tu çi navlêkirinê distînî, lîsans û tiştê ku qet nayê qebûlkirin.
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.
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.