Loss modelling framework.
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Updated
Apr 10, 2026 - Python
Loss modelling framework.
Repository of GEMAct source code. Enjoy!
Functions from the book "Reinsurance: Actuarial and Statistical Aspects"
Destruction rate modeling with the Maxwell Boltzmann Bose Einstein Fermi Dirac (MBBEFD) distribution
SCOR Datathon in 2020. Acquired and processed open data, predicted level of Glycohemoglobin, Cholesterol and probability of diabetes, then identified the probability change with Random Survival Forest to suggest improvements to a user.
File validation and data sampling toolkit for the Simplitium Open Exposure Data (OED) (re)insurance exposure data format
Prediction of market premiums for property damage and business interruption insurance products. Added natural hazard data and stacked 3 best models as the final model.
AI-powered Reinsurance Contracts & Parties management
You will be able to execute transactions against a real Hyperledger Fabric blockchain network for Reinsurance Claims that interacts with a blockchain network.
A collection of reinsurance contracts retrieved from SEC filings, with additional metadata generated by LLMs.
This Module tries to combine and simplify all aspects of Reinsurance Invoicing, Analysis, Slip Generation, Quotation & Data science. Later to be Intergrated into a cross platform API.
Information on reinsurance - market, analytics, and software.
Severity modelling for insurance pricing - spliced distributions, DRN, composite regression, EQRN extreme quantiles
A Dask library for Big Data processing in Python demo
County-level winter weather loss analysis (SHELDUS) combined with snowfall accumulation data (NOHRSC) and upper-air weather variables (ERA5) to identify key drivers of Midwest DJF property damage.
MBBEFD exposure curves, Swiss Re families, ILF tables, per-risk XL pricing for insurance (129 tests)
A domain specific language for re/insurance contracts
Extreme Value Theory for catastrophic claim severity — GPD/GEV, profile likelihood CIs, censored MLE, ExcessGPD reinsurance pricing, Solvency II 1-in-200 (144 tests)
Full-stack catastrophe analytics workbench — property cat pricing, ILS parametric triggers, and portfolio risk engines. React + Fastify + Scala + BullMQ.
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