Calculators

Project ultimate losses from a loss-development triangle using selectable age-to-age averaging methods, an optional fitted tail, and Mack (1993) standard errors.

Blend a-priori expected losses with emerged experience via BF, its iterated Benktander form, and the data-driven Cape Cod method, side by side with chain-ladder.

Simulate the full distribution of the chain-ladder reserve using an over-dispersed Poisson bootstrap on Pearson residuals, with percentile ranges and a histogram.

Loss-ratio and pure-premium rate indications with trend, development, and credibility-weighted rate change.

NCCI-style experience rating: actual vs. expected losses split primary/excess, credibility, and off-balance.

Classical (limited-fluctuation) and Bühlmann–Straub credibility weighting of subject experience against a complement.

Fit lognormal, gamma, and Pareto severity curves to claim data via MLE with goodness-of-fit diagnostics.

Collective risk model combining frequency and severity distributions via Panjer recursion / Monte Carlo simulation.

Value-at-Risk and Tail Value-at-Risk from a simulated or fitted loss distribution, with capital allocation views.

Excess-of-loss layer expected loss cost, ILFs, and rate-on-line from a fitted severity/frequency model.

Mortality table analytics — l_x, q_x, life expectancy, and commutation functions for annuity/insurance pricing.

Present/future value, annuities, and discounted cash flow tools for reserve discounting and investment income.

Fit exponential/linear trend lines to historical frequency, severity, or pure premium and project forward with confidence bands.