Actuarial and Quantitative Risk
The Global Risks Alliance (GRA)
Topics at Actuarial and Quantitative Risk: the pages in this section are listed below, each with its own scope and status.
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Topic pages in Actuarial and Quantitative Risk share one structure: mechanisms, indicators, sources, methods, decisions and limits, written for actuaries and quantitative analysts.
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Frequency, severity and aggregate loss, and how tails are estimated.
TopicTail estimation for hazards, markets and operational losses.
TopicHow non-stationary hazard changes pricing assumptions.
TopicWorking where loss history is short or missing.
TopicCopulas, contagion and why correlations break in stress.
TopicInternal models, standard formulas and their assumptions.
TopicBack-testing, benchmarking and challenger models.
TopicHealth, heat and demographic change in life and pension risk.
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