Class library for actuarial claims reserving and tariff rating for non-life insurances

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.

Burning cost analysis for P&C ratemaking: chain-ladder, Bornhuetter-Ferguson, trend estimation, premium on-leveling, Mack residuals. pip install burncost

GPU-accelerated actuarial reserving sandbox with AMD HIP

Actuarial reserving in .NET: Chain Ladder, Bornhuetter-Ferguson, additive methods, and validation tools.

Open-source Python library for P&C loss reserve estimation — pip install actuarial-reserving

Actuarial claims reserving model using Chain Ladder and Bornhuetter–Ferguson methods to estimate ultimate losses and IBNR reserves from a loss development triangle.

IBNR reserve estimation — Bootstrap Chain-Ladder | 10,000 Monte-Carlo simulations | OSFI MCT 99.5% VaR | CIA Standards | Ontario Auto BI

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.

Machine Learning Reserving