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Public evaluation

ils_portfolio_risk_assessment

Evaluates risk aggregation and calibration accuracy on casualty ILS portfolio loss scenarios.

Evaluation type
task based
Challenge
Global Reinsurance ILS Risk Model using Claude Agents SDK and Azure
Difficulty
Advanced
Rigor
Unspecified

Evaluation overview

How the linked challenge is judged: tasks, benchmarks, and criteria count.

Tasks
1
Benchmarks
0
Criteria
0

Task templates

Inputs and expected outputs.

Task 1

ils_portfolio_risk_assessment

Calculates Expected Loss (EL) and Tail Value at Risk (TVaR) for casualty ILS.

Input format

JSON representing portfolio treaty limits, attachment points, and underlying perils

Output format

JSON containing expected_loss_pct (float), tvar_99 (float), and calibration_score (float)