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

Open-source P&C actuarial reserving. The actuarial-ts TypeScript SDK (5 Apache-2.0 packages: deterministic + stochastic methods, ASOP-support compliance tooling, agent primitives), a cross-engine interchange spec cross-verified against R ChainLadder and chainladder-python, and the ActNG reserving workbench.

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.

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

GPU-accelerated actuarial reserving sandbox with AMD HIP

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.

Purpose-neutral actuarial calculation primitives: metrics, reserving, trend, credibility, pooling, financial math. Foundation of the OpenActuarial ecosystem.

Claims reserving: chain ladder, Bornhuetter-Ferguson, Mack, and the ODP bootstrap of the predictive reserve distribution.

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

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

Chain-ladder IBNR reserving in base R. Deterministic estimate plus bootstrap risk capital (VaR/RCS), from scratch, no dependencies.

Loss ratio analysis and projection for long-term health insurance. In development.

Machine Learning Reserving