金融

actuarial-risk-modeling

Guides agents in framing, selecting, validating, diagnosing, and communicating actuarial and financial risk models, including GLMs, frequency-severity, survival, time series, reserving, calibration, tail risk, and governance.

★ 88 GitHub Stars
94 品質スコア
16 ファイル

このSkillについて

Use when analyzing, selecting, validating, or communicating models for insurance, actuarial, financial-risk, or other consequential uncertain outcomes. Covers regression, generalized linear models, frequency-severity, panel and longitudinal data, survival, time series, credibility, reserving, tail risk, calibration, and model governance. Do not use for generic software forecasting, ordinary SaaS financial models, or credentialed actuarial, investment, legal, or regulatory advice without the relevant specialist review.

利用例

  • Insurance pricing and claims analysis
  • Reserving and solvency assessment
  • Financial returns, volatility, and portfolio risk modeling
  • Model validation, calibration, and backtesting
  • Risk model reporting and governance

特徴

  • Decision and data-contract framing workflow
  • Model-family selection guidance for actuarial and risk outcomes
  • Read-only CSV/JSONL preflight profiling script
  • Temporal split and leakage audit script
  • Templates for validation, reporting, and model governance

必要要件

  • Python 3

対応Agent

指定なし

Skillファイル

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