Foundations of a Time-Consistent Counterfactual Actuarial Runtime for Autonomous AI Agents
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arXiv
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| Format: | Preprint |
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2026
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| _version_ | 1866916046903967744 |
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| author | Chen, Hao-Hsuan |
| author_facet | Chen, Hao-Hsuan |
| contents | We propose a foundational runtime actuarial layer for autonomous AI agents in which every side-effect-bearing action carries a time-consistent, counterfactual risk toll computed against a contractually fixed safe default, inside an explicit underwriting boundary. The framework treats per-action insurance as the primary unit of analysis and replaces post-hoc annual liability cover with a pre-action transaction layer. The paper establishes four structural results: (i) a well-defined counterfactual toll under a chosen safe-default mapping and continuation policy, with explicit non-uniqueness; (ii) a no-splitting property within an underwriting boundary that telescopes path-decomposed actions into a boundary potential, with a corollary tying gaming-resistance to boundary design; (iii) an irreversible-authority premium, split into a strictly positive action-level component and an if-and-only-if characterisation of the set-level robust capital increase; and (iv) a conservative runtime gating theorem that translates high-probability toll envelopes into an executed-action budget guarantee. The result is the mathematical base layer for a broader program: an empirical companion instantiates the runtime through an Actuarial Action Interface and authority-frontier experiments; a mechanism-design companion studies strategic operator incentives and cross-boundary aggregation; and a dynamic-underwriting companion studies experience rating and audit-replay calibration. The present paper states the primitive contract, the toll identity, the within-boundary no-arbitrage result, and the budget guarantee on which those later layers depend. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2605_26508 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Foundations of a Time-Consistent Counterfactual Actuarial Runtime for Autonomous AI Agents Chen, Hao-Hsuan Risk Management Artificial Intelligence 91B30, 91G70, 62P05 We propose a foundational runtime actuarial layer for autonomous AI agents in which every side-effect-bearing action carries a time-consistent, counterfactual risk toll computed against a contractually fixed safe default, inside an explicit underwriting boundary. The framework treats per-action insurance as the primary unit of analysis and replaces post-hoc annual liability cover with a pre-action transaction layer. The paper establishes four structural results: (i) a well-defined counterfactual toll under a chosen safe-default mapping and continuation policy, with explicit non-uniqueness; (ii) a no-splitting property within an underwriting boundary that telescopes path-decomposed actions into a boundary potential, with a corollary tying gaming-resistance to boundary design; (iii) an irreversible-authority premium, split into a strictly positive action-level component and an if-and-only-if characterisation of the set-level robust capital increase; and (iv) a conservative runtime gating theorem that translates high-probability toll envelopes into an executed-action budget guarantee. The result is the mathematical base layer for a broader program: an empirical companion instantiates the runtime through an Actuarial Action Interface and authority-frontier experiments; a mechanism-design companion studies strategic operator incentives and cross-boundary aggregation; and a dynamic-underwriting companion studies experience rating and audit-replay calibration. The present paper states the primitive contract, the toll identity, the within-boundary no-arbitrage result, and the budget guarantee on which those later layers depend. |
| title | Foundations of a Time-Consistent Counterfactual Actuarial Runtime for Autonomous AI Agents |
| topic | Risk Management Artificial Intelligence 91B30, 91G70, 62P05 |
| url | https://arxiv.org/abs/2605.26508 |