P&C Reserving Model

this started out as an end-to-end chain-ladder model on a clean development triangle, working through LDFs, CDFs and IBNR/reserves with python visualizations. from there it turned into ongoing open-source contributions to chainladder-python, the main python library for actuarial reserving (maintained by the CAS).

merged contributions

so far i’ve had 6 pull requests merged into the project, across both the main and experimental branches:

• #885 - render API methods inline via custom autosummary templates (experimental)
• #879 - remove autosummary-generated API stubs (experimental)
• #848 - add README documenting docs build sources and outputs
• #844 - add doctest examples for correlation classes
• #836 - add BootstrapODPSample doctest examples
• #722 - tail constant examples (issue #704)

most of this has been documentation, API reference rendering and worked doctest examples, basically making the core reserving methods (tail factors, bootstrap ODP, correlation tests) easier to pick up and use.

moving forward

i’m keeping at it, working toward a more complete, production-ready version of chainladder-python. that means going past the docs into the modelling internals, cleaning up stale backends (like the in-progress cupy backend deprecation), and adding more test coverage and examples across the reserving methods.