Model quality assurance P&C - Pricing Model Replication Test

Purpose

Model quality assurance P&C - Pricing Model Replication Test is designed to monitor input-output stability and parameter drift in P&C pricing model replication testing, helping flag deviations from historical behavior.

Primary users

The primary user is not specified. The agent is associated with Team/BU AQS, and the owner provided is Ronan Davit.

Where it fits (process/stage/trigger)

This agent fits into a model quality assurance process for insurance pricing models, particularly when historical model behavior needs to be compared against current or replicated model runs.

Key capabilities / workflow

The workflow uses historical model runs, input datasets, and parameters to analyze input-output stability and parameter drift, validate whether deviations from historical behavior are present, and flag detected deviations for review.

Inputs

The specific user-provided inputs are not specified. The available dataset context includes historical model runs, input datasets, and parameters.

Outputs / Deliverables

The specific outputs are not specified. Based on the provided use case, the agent flags deviations from historical behavior related to input-output stability and parameter drift.

Value

The agent supports model quality assurance by helping identify unexpected changes in pricing model behavior, making it easier to detect instability or parameter drift during replication testing.