Risk Assessment Calculator
Calculate Value at Risk (VaR), Conditional VaR, and risk metrics for actuarial risk assessment.
Inputs
$
$
$
Results
Value at Risk (VaR)
$420,125.00
Conditional VaR (CVaR)
$513,998.65
Risk Score
2.5 / 100
Expected Annual Loss$2,500.00
Maximum Probable Loss$420,125.00
Risk-Adjusted Return0.25%
How to Use This Calculator
- Enter the frequency of potential adverse events per year.
- Input the average severity (cost) per event.
- Set the confidence level for tail risk analysis.
- Review the expected annual loss, standard deviation, and Value at Risk (VaR).
- Use the risk profile to set reserves, retentions, or reinsurance structures.
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Formula
VaR = ΞΌ + (z Γ Ο)Related Calculators
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