The Global Risks Index
NXS-GRX · Methods · 38 capabilities

Insurance and reinsurance

Methods for insurance, reinsurance, actuarial on the r and julia compute planes.

Page GRX-MTH-IREdition Baseline Edition 2026Evidence close 2026-09-30Values not yet publishedSnapshot 31a753f76
38
capabilities
14
kernel-bound
5
method families
3
standards
01Capabilities

38 capabilities

14 of 38 have a bound kernel or engine. States are shown as the registry records them; a request fails closed wherever an adapter, specialist model or governed data is still missing.

MethodCapability IDStateRuns on
Technical Pricingrisk.capability.insurance-reinsurance.technical.pricing.v1Reference implementationpython · actuarial.technical_pricing
Frequency Severity Pricingrisk.capability.insurance-reinsurance.frequency.severity.pricing.v1Connectedengine.grix.risk.loss.monte_carlo.freq_sev.v1
Exposure Ratingrisk.capability.insurance-reinsurance.exposure.rating.v1Data requiredpython · actuarial.exposure_rating
Experience Ratingrisk.capability.insurance-reinsurance.experience.rating.v1Data required—
Burning Costrisk.capability.insurance-reinsurance.burning.cost.v1Data requiredpython · actuarial.burning_cost
Catastrophe Pricingrisk.capability.insurance-reinsurance.catastrophe.pricing.v1Data required—
Aggregate Loss Termsrisk.capability.insurance-reinsurance.aggregate.loss.terms.v1Data requiredpython · catastrophe.ylt_financial_terms
Occurrence Termsrisk.capability.insurance-reinsurance.occurrence.terms.v1Data requiredpython · catastrophe.ylt_financial_terms
Attachment Exhaustionrisk.capability.insurance-reinsurance.attachment.exhaustion.v1Data required—
Deductibles Limits Coinsurancerisk.capability.insurance-reinsurance.deductibles.limits.coinsurance.v1Data required—
Reinstatementsrisk.capability.insurance-reinsurance.reinstatements.v1Data required—
Treaty Layerrisk.capability.insurance-reinsurance.treaty.layer.v1Data requiredpython · reinsurance.treaty_layer
Facultativerisk.capability.insurance-reinsurance.facultative.v1Data required—
Quota Sharerisk.capability.insurance-reinsurance.quota.share.v1Data required—
Surplus Treatyrisk.capability.insurance-reinsurance.surplus.treaty.v1Data required—
Excess of Lossrisk.capability.insurance-reinsurance.excess.of.loss.v1Data required—
Aggregate Stop Lossrisk.capability.insurance-reinsurance.aggregate.stop.loss.v1Data requiredpython · reinsurance.aggregate_stop_loss
Reinsurance Optimizationrisk.capability.insurance-reinsurance.reinsurance.optimization.v1Data required—
Capital Allocationrisk.capability.insurance-reinsurance.capital.allocation.v1Data required—
Reserve Riskrisk.capability.insurance-reinsurance.reserve.risk.v1Data required—
Claims Severityrisk.capability.insurance-reinsurance.claims.severity.v1Data required—
Claims Frequencyrisk.capability.insurance-reinsurance.claims.frequency.v1Data required—
Development Trianglesrisk.capability.insurance-reinsurance.development.triangles.v1Data required—
Chain Ladderrisk.capability.insurance-reinsurance.chain.ladder.v1Reference implementationr · actuarial.chain_ladder
Bornhuetter Fergusonrisk.capability.insurance-reinsurance.bornhuetter.ferguson.v1Reference implementationr · actuarial.bornhuetter_ferguson
Mack Reservingrisk.capability.insurance-reinsurance.mack.reserving.v1Reference implementation—
Stochastic Reservingrisk.capability.insurance-reinsurance.stochastic.reserving.v1Data requiredr · actuarial.bootstrap_chain_ladder
IBNRrisk.capability.insurance-reinsurance.ibnr.v1Data required—
Tail Factorsrisk.capability.insurance-reinsurance.tail.factors.v1Data required—
Reserve Variabilityrisk.capability.insurance-reinsurance.reserve.variability.v1Data required—
Underwriting Cyclerisk.capability.insurance-reinsurance.underwriting.cycle.v1Data required—
Accumulation Concentrationrisk.capability.insurance-reinsurance.accumulation.concentration.v1Data required—
Probable Maximum Aggregate Lossrisk.capability.insurance-reinsurance.probable.maximum.aggregate.loss.v1Data required—
Solvency Stressrisk.capability.insurance-reinsurance.solvency.stress.v1Data required—
ORSA Scenariorisk.capability.insurance-reinsurance.orsa.scenario.v1Data required—
Parametric Payoutrisk.capability.insurance-reinsurance.parametric.payout.v1Data requiredpython · risk_transfer.parametric_payout
Parametric Basis Riskrisk.capability.insurance-reinsurance.parametric.basis.risk.v1Data requiredpython · risk_transfer.basis_risk
Cat Bond Expected Lossrisk.capability.insurance-reinsurance.cat.bond.expected.loss.v1Data requiredpython · risk_transfer.cat_bond_metrics
02Scope

Methods, data and supports

Method families
monte carlo, survival reliability, bayesian inference, optimization, financial risk
Domains
insurance, reinsurance, actuarial
Compute planes
r, julia
Source classes
claims, exposure, policy, treaty, reserve-triangle
Spatial supports
policy, portfolio, region
Temporal supports
event, development-period, annual
Connected1
Reference implementation4
Data required33
03Standards

Standards that govern this fabric

Propose a method

New methods are registered with a stable ID and a hand-derived golden test.