actuarial-reserving

Open-source Python library for P&C loss reserve estimation.

Install

pip install actuarial-reserving

Methods

Method	Description
ChainLadder	Volume-weighted ATA factors projected to ultimate
BornhuetterFerguson	Blends chain-ladder with an a priori expected loss ratio
CapeCod	Derives the expected loss ratio from the data itself

All three methods share a consistent API: fit(), ultimates(), ibnr(), summary(), and plot.

Quick example

import pandas as pd
import reserving as rv
import reserving.plot as rvplot

data = pd.DataFrame(
    {1: [1000, 1200, 900],
     2: [1100, 1300, None],
     3: [1150, None, None]},
    index=[2021, 2022, 2023]
)
tri = rv.Triangle(data)

cl = rv.ChainLadder(tri).fit()
print(cl.summary())

fig = rvplot.summary_chart(cl)
fig.savefig("reserves.png")