Elsemary/Actuarial-Reserve-Risk-Classification-with-Gaussian-Mixture
Classification of reserve risk with chain-ladder
This tool helps actuaries and risk managers evaluate the risk associated with financial reserves. By analyzing historical claims data, it classifies the individual values within a loss triangle, turning it into a risk heatmap. This provides a clearer understanding of potential liabilities and helps in estimating missing data points for more robust reserve calculations.
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Use this if you are an actuary or risk professional who needs to understand and classify the risk embedded within your loss development triangles for more accurate reserving.
Not ideal if you are looking for an innovative method to construct loss triangles, as this tool focuses on classifying and interpreting existing ones.
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12
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Language
Python
License
MIT
Category
Last pushed
Aug 31, 2019
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