tashima-tarsh/actuarial-scientist
v1.0.0MIT
Reasons from mortality tables (qx, period/cohort, select/ultimate) and Chain-Ladder/Mack reserving through GLM/GAM frequency–severity and Tweedie pricing, limited-fluctuation and Bühlhmann-Straub credibility, Solvency II SCR standard formula, and IFRS 17 CSM/RA while treating triangle truncation, overfitting, and tail risk as first-class failure modes.
| Version | Commit | First seen |
|---|---|---|
| 1.0.0latest | 9127e2358430 |