IBNR reserve estimation — Bootstrap Chain-Ladder | 10,000 Monte-Carlo simulations | OSFI MCT 99.5% VaR | CIA Standards | Ontario Auto BI
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Updated
May 8, 2026 - Python
IBNR reserve estimation — Bootstrap Chain-Ladder | 10,000 Monte-Carlo simulations | OSFI MCT 99.5% VaR | CIA Standards | Ontario Auto BI
ML-EM nowcasting for claims reporting delays — joint Poisson-Multinomial EM, XGBoost/GLM M-step, exposure offset, bootstrap CIs
Chain-ladder claims reserving (development factors, ultimates, IBNR) with backtesting.
Temporal cross-validation for insurance pricing models. Walk-forward splits respecting policy/accident year structure and IBNR development buffers.
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