Страхование и перестрахование
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.
| Метод | Capability ID | Статус | Работает на |
|---|---|---|---|
| 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 |
Связано | 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
- Домены
- 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
Предложить метод
New methods are registered with a stable ID and a hand-derived golden test.
Статус
Методология, структура и определения The Global Risks Index представляют собой предварительный рабочий проект (2026), распространяемый для рассмотрения и комментариев, а не для применения. Значения не появляются, пока выпуск не будет опубликован на основе управляемого среза доказательной базы; тогда значения сопровождаются интервалами, классами, источниками и порядком их исправления. Симуляторы применяют опубликованные методы к выбранным вами числам и никогда не показывают значение NXS-GRX.
Чем NXS-GRX не является
NXS-GRX является исследовательской и риск-аналитической информацией. Это не кредитный и не ESG-рейтинг, и в нём не используется рейтинговая шкала; это не эталон для финансовых инструментов, не официальная статистика, не экстренное предупреждение или официальная классификация и не консультация. Его нельзя использовать для оценки физических лиц. Классы риска являются диапазонами на опубликованной шкале и никогда не являются рейтингами стран или людей.
Учреждения и источники
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.
Каждое значение сопровождается указанием его источников, которые сохраняют собственные лицензии. Внешние названия приводятся только для обеспечения совместимости. Тексты, подготовленные Nexus, предполагается публиковать по лицензии CC BY 4.0.
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.