Versicherung und Rückversicherung
Methods for insurance, reinsurance, actuarial on the r and Julia compute planes.
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.
| Methode | Capability ID | Status | Läuft auf |
|---|---|---|---|
| Technical Pricing | risk.capability.insurance-reinsurance.technical.pricing.v1 |
Reference implementation | Python · actuarial.technical_pricing |
| Frequency Severity Pricing | risk.capability.insurance-reinsurance.frequency.severity.pricing.v1 |
Connected | engine.grix.risk.loss.monte_carlo.freq_sev.v1 |
| Exposure Rating | risk.capability.insurance-reinsurance.exposure.rating.v1 |
Data required | Python · actuarial.exposure_rating |
| Experience Rating | risk.capability.insurance-reinsurance.experience.rating.v1 |
Data required | – |
| Burning Cost | risk.capability.insurance-reinsurance.burning.cost.v1 |
Data required | Python · actuarial.burning_cost |
| Catastrophe Pricing | risk.capability.insurance-reinsurance.catastrophe.pricing.v1 |
Data required | – |
| Aggregate Loss Terms | risk.capability.insurance-reinsurance.aggregate.loss.terms.v1 |
Data required | Python · catastrophe.ylt_financial_terms |
| Occurrence Terms | risk.capability.insurance-reinsurance.occurrence.terms.v1 |
Data required | Python · catastrophe.ylt_financial_terms |
| Attachment Exhaustion | risk.capability.insurance-reinsurance.attachment.exhaustion.v1 |
Data required | – |
| Deductibles Limits Coinsurance | risk.capability.insurance-reinsurance.deductibles.limits.coinsurance.v1 |
Data required | – |
| Reinstatements | risk.capability.insurance-reinsurance.reinstatements.v1 |
Data required | – |
| Treaty Layer | risk.capability.insurance-reinsurance.treaty.layer.v1 |
Data required | Python · reinsurance.treaty_layer |
| Facultative | risk.capability.insurance-reinsurance.facultative.v1 |
Data required | – |
| Quota Share | risk.capability.insurance-reinsurance.quota.share.v1 |
Data required | – |
| Surplus Treaty | risk.capability.insurance-reinsurance.surplus.treaty.v1 |
Data required | – |
| Excess of Loss | risk.capability.insurance-reinsurance.excess.of.loss.v1 |
Data required | – |
| Aggregate Stop Loss | risk.capability.insurance-reinsurance.aggregate.stop.loss.v1 |
Data required | Python · reinsurance.aggregate_stop_loss |
| Reinsurance Optimisation | risk.capability.insurance-reinsurance.reinsurance.optimization.v1 |
Data required | – |
| Capital Allocation | risk.capability.insurance-reinsurance.capital.allocation.v1 |
Data required | – |
| Reserve Risk | risk.capability.insurance-reinsurance.reserve.risk.v1 |
Data required | – |
| Claims Severity | risk.capability.insurance-reinsurance.claims.severity.v1 |
Data required | – |
| Claims Frequency | risk.capability.insurance-reinsurance.claims.frequency.v1 |
Data required | – |
| Development Triangles | risk.capability.insurance-reinsurance.development.triangles.v1 |
Data required | – |
| Chain Ladder | risk.capability.insurance-reinsurance.chain.ladder.v1 |
Reference implementation | r · actuarial.chain_ladder |
| Bornhuetter Ferguson | risk.capability.insurance-reinsurance.bornhuetter.ferguson.v1 |
Reference implementation | r · actuarial.bornhuetter_ferguson |
| Mack Reserving | risk.capability.insurance-reinsurance.mack.reserving.v1 |
Reference implementation | – |
| Stochastic Reserving | risk.capability.insurance-reinsurance.stochastic.reserving.v1 |
Data required | r · actuarial.bootstrap_chain_ladder |
| IBNR | risk.capability.insurance-reinsurance.ibnr.v1 |
Data required | – |
| Tail Factors | risk.capability.insurance-reinsurance.tail.factors.v1 |
Data required | – |
| Reserve Variability | risk.capability.insurance-reinsurance.reserve.variability.v1 |
Data required | – |
| Underwriting Cycle | risk.capability.insurance-reinsurance.underwriting.cycle.v1 |
Data required | – |
| Accumulation Concentration | risk.capability.insurance-reinsurance.accumulation.concentration.v1 |
Data required | – |
| Probable Maximum Aggregate Loss | risk.capability.insurance-reinsurance.probable.maximum.aggregate.loss.v1 |
Data required | – |
| Solvency Stress | risk.capability.insurance-reinsurance.solvency.stress.v1 |
Data required | – |
| ORSA Scenario | risk.capability.insurance-reinsurance.orsa.scenario.v1 |
Data required | – |
| Parametric Payout | risk.capability.insurance-reinsurance.parametric.payout.v1 |
Data required | Python · risk_transfer.parametric_payout |
| Parametric Basis Risk | risk.capability.insurance-reinsurance.parametric.basis.risk.v1 |
Data required | Python · risk_transfer.basis_risk |
| Cat Bond Expected Loss | risk.capability.insurance-reinsurance.cat.bond.expected.loss.v1 |
Data required | Python · risk_transfer.cat_bond_metrics |
Methods, data and supports
- Method families
- Monte Carlo, survival reliability, Bayesian inference, optimisation, financial risk
- Bereiche
- 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
Propose a method
New methods are registered with a stable ID and a hand-derived golden test.
Status
Methodik, Struktur und Definitionen des Global Risks Index sind ein vorbereitender Arbeitsentwurf (2026), der zur Prüfung und Stellungnahme und nicht zur Umsetzung verbreitet wird. Kein Wert erscheint, bevor eine Ausgabe aus einem geregelten Evidenzschnitt veröffentlicht ist; die Werte tragen dann Intervalle, Klassen, Quellen und ihren Korrekturweg. Die Simulatoren wenden die veröffentlichten Methoden auf Zahlen an, die Sie wählen, und zeigen niemals einen NXS-GRX-Wert.
Was NXS-GRX nicht ist
NXS-GRX ist eine Forschungs- und Risikoanalyseinformation. Es ist kein Kredit- oder ESG-Rating und verwendet keine Ratingskala, kein Referenzwert für Finanzinstrumente, keine amtliche Statistik, keine Notfallwarnung oder amtliche Einstufung und keine Beratung. Es darf nicht zur Bewertung natürlicher Personen verwendet werden. Risikoklassen sind Bänder auf einer veröffentlichten Skala, niemals Rangfolgen von Ländern oder Personen.
Institutionen und Quellen
The Nexus Consortium is stewarded by three independent not-for-profit institutions: The Global Centre for Risk and Innovation (GCRI), through GCRI US in Washington, DC and GCRI Canada in Ontario, with GCRI Canada as Lead Institution, Consortium Secretariat and lead contracting organisation; The Global Risks Forum (GRF); and The Global Risks Alliance (GRA). Technology, infrastructure and service providers work with the Consortium at arm’s length under written agreements, like every other external party in the public-private-planet model, and hold no role in its stewardship.
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Avis en français
La méthodologie et les définitions du NXS-GRX sont un projet de travail préparatoire (2026). Le NXS-GRX est une information de recherche et d’analyse des risques : ni notation, ni indice de référence financier, ni statistique officielle, ni alerte, ni conseil. Les classes de risque sont des bandes sur une échelle publiée, non des classements.