Actuarial reserving in Python, triangle data manipulation, link ratios calculation, and IBNR models.
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Updated
Sep 1, 2026 - Python
Actuarial reserving in Python, triangle data manipulation, link ratios calculation, and IBNR models.
Open-source Claude skills for property & casualty actuaries — loss reserving, ratemaking, and more.
Purpose-neutral actuarial calculation primitives: metrics, reserving, trend, credibility, pooling, financial math. Foundation of the OpenActuarial ecosystem.
Manual técnico de IBNR, reserving y modelación actuarial para seguros de salud, con aplicaciones al sistema de salud colombiano.
Open-source Python library for P&C loss reserve estimation — pip install actuarial-reserving
IBNR reserve estimation — Bootstrap Chain-Ladder | 10,000 Monte-Carlo simulations | OSFI MCT 99.5% VaR | CIA Standards | Ontario Auto BI
Chain-ladder claims reserving (development factors, ultimates, IBNR) with backtesting.
Claims reserving: chain ladder, Bornhuetter-Ferguson, Mack, and the ODP bootstrap of the predictive reserve distribution.
Loss development triangles, chain-ladder and Bornhuetter-Ferguson projections, a data-derived tail factor and Mack (1993) reserve variability for P&C portfolios. The Mack standard errors reproduce the published Taylor and Ashe (1983) benchmark in the test suite. Synthetic triangle.
RateCraft: health-plan actuarial pricing and IBNR reserving engine. Chain-ladder + Bornhuetter-Ferguson validated against the published Taylor-Ashe/Mack triangle, credibility-blended rate development, and cell-exact Excel exhibits. 77 tests, 100% coverage.
Actuarial claims reserving model using Chain Ladder and Bornhuetter–Ferguson methods to estimate ultimate losses and IBNR reserves from a loss development triangle.
Individual neural claims reserving — per-claim RBNS reserves with bootstrap uncertainty
MSc actuarial dissertation analysis: claims inflation estimation, Monte Carlo credibility, threshold effects and reserve sensitivity.
Loss ratio analysis and projection for long-term health insurance. In development.
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