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Der Global Risks Index

The Global Risks Index · Methods · 38 capabilities

Versicherung und Rückversicherung

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

Seite GRX-MTH-IRAusgabe Basisausgabe 2026Evidenzschluss 2026-09-30Werte noch nicht veröffentlichtMethode v1.0.0-draft
38
capabilities
14
kernel-bound
5
method families
3
Standards

01Fähigkeiten

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
02Geltungsbereich

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
Connected1
Reference implementation4
Data required33
03Normen

Standards that govern this fabric

Propose a method

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