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  1. loss-reserve-ml loss-reserve-ml Public

    ML vs chain-ladder benchmarking for P&C loss reserving — XGBoost reduces RMSE 48.9% on CAS schedule P data across six lines of business.

    Jupyter Notebook

  2. reserving reserving Public

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

    Python

  3. reserving-paper reserving-paper Public

    Companion code for: When Does Machine Learning Beat Traditional Actuarial Methods for Loss Reserve Estimation? A Systematic Comparison

    Python