ML-EM nowcasting for claims reporting delays — joint Poisson-Multinomial EM, XGBoost/GLM M-step, exposure offset, bootstrap CIs
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Mar 13, 2026 - Python
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ibnr
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IBNR reserve estimation — Bootstrap Chain-Ladder | 10,000 Monte-Carlo simulations | OSFI MCT 99.5% VaR | CIA Standards | Ontario Auto BI
python bootstrap monte-carlo cia actuarial reserving solvency-ii chain-ladder ifrs17 ibnr osfi canadian-insurance
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May 8, 2026 - Python
Temporal cross-validation for insurance pricing models. Walk-forward splits respecting policy/accident year structure and IBNR development buffers.
python time-series insurance cross-validation pricing actuarial model-validation insurance-pricing ibnr walk-forward uk-insurance temporal-cv
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Mar 7, 2026 - Python
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