Reserving - Stochastic Engine & Uncertainty Quantifier

Purpose

Reserving - Stochastic Engine & Uncertainty Quantifier is designed to run stochastic reserving simulations, including Bootstrapping, Mack, and Bayesian MCMC methods, to quantify uncertainty in Insurance P&C and banking contexts.

Primary users

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

Where it fits (process/stage/trigger)

This agent fits into reserving analysis when uncertainty needs to be quantified, confidence intervals need to be produced, or lines with excessive volatility need to be detected.

Key capabilities / workflow

The agent validates available inputs, runs stochastic simulations using Bootstrapping, Mack, and Bayesian MCMC approaches, quantifies uncertainty, produces confidence intervals, and flags lines with excessive volatility when detected.

Inputs

Inputs are not specified in the provided information. Please refer to documentation for required input formats, source data, and preparation requirements.

Outputs / Deliverables

The specified outputs are confidence intervals and detection of lines with excessive volatility. Other outputs are not specified in the provided information.

Value

The agent supports reserving work by helping quantify uncertainty through stochastic simulation methods and by identifying excessive volatility, supporting more informed review of reserve-related results.