Class library for actuarial claims reserving and tariff rating for non-life insurances
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Updated
Apr 27, 2020 - C#
Class library for actuarial claims reserving and tariff rating for non-life insurances
Python sibling of the R lossratio package: loss-ratio analysis and projection for long-term health insurance. Stage-adaptive projection (exposure-driven before maturity, chain ladder after), with maturity point and cohort regime detection. In development.
Open-source Python library for P&C loss reserve estimation — pip install actuarial-reserving
Burning cost analysis for P&C ratemaking: chain-ladder, Bornhuetter-Ferguson, trend estimation, premium on-leveling, Mack residuals. pip install burncost
Actuarial claims reserving model using Chain Ladder and Bornhuetter–Ferguson methods to estimate ultimate losses and IBNR reserves from a loss development triangle.
Actuarial reserving in .NET: Chain Ladder, Bornhuetter-Ferguson, additive methods, and validation tools.
Loss-ratio analysis and projection for long-term health insurance: stage-adaptive projection (exposure-driven before maturity, chain ladder after), with maturity point and cohort regime detection, plus calendar-diagonal backtesting.
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