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
Burning cost analysis for P&C ratemaking: chain-ladder, Bornhuetter-Ferguson, trend estimation, premium on-leveling, Mack residuals. pip install burncost
Claims reserving: chain ladder, Bornhuetter-Ferguson, Mack, and the ODP bootstrap of the predictive reserve distribution.
Excel P&C loss reserving model with paid/incurred Chain Ladder, Bornhuetter-Ferguson, LDF selection, sensitivity analysis and reserve dashboard.
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