Mijar
Topics at Actuarial and Quantitative Risk: the pages in this section are listed below, each with its own scope and status.
- Weşanger
- The Global Risks Alliance
- War
- Insurance and catastrophe, Methods and modelling, Capital markets and investment
Topics at Actuarial and Quantitative Risk.
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.
Actuarial and Quantitative Risk topics, and the question each answers.
- Loss distributions in actuarial modellingPirsA loss distribution describes how often losses occur and how large they are, for one policy, a portfolio or a whole line of business.
- Extreme value methods for riskPirsExtreme value theory gives a statistical basis for estimating the size and frequency of losses and hazards beyond what the record shows.
- Climate-adjusted insurance pricingPirsInsurance premiums have traditionally been based on long averages of past losses.
- Credibility theory and sparse dataPirsMany risks have little data: new products, small portfolios, rare perils and emerging markets.
- Dependence and correlation in risk modelsPirsDiversification lowers capital only if risks do not move together.
- Capital and solvency models explainedPirsCapital and solvency models set how much capital insurers and other financial firms must hold to absorb severe losses.
- Quantitative model validationPirsQuantitative models for pricing, reserving, capital and risk must be shown fit for purpose before they are relied on.
- Mortality and longevity risk modellingPirsMortality and longevity assumptions decide the cost of life insurance, annuities and pensions.
Topic pages in Actuarial and Quantitative Risk share one structure: mechanisms, indicators, sources, methods, decisions and limits, written for actuaries and quantitative analysts.
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 Topics.
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.
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.