Loss modelling framework.
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Updated
Aug 10, 2026 - Python
Loss modelling framework.
File validation and data sampling toolkit for the Simplitium Open Exposure Data (OED) (re)insurance exposure data format
Location-level Florida hurricane catastrophe model in Python: HURDAT2-calibrated hazard + physical wind field (Holland, Vickery-Wadhera, Kaplan-DeMaria), synthetic exposure, HAZUS-anchored vulnerability, OED/YLT/ELT formats, XoL reinsurance with reinstatements, gross/net AEP/OEP curves & PMLs, historical backtesting (Andrew, Ian).
Pricing and trigger-design engine for rainfall-index parametric crop insurance. Gamma/Weibull index fitting, Monte Carlo pricing with risk loadings, 40-year backtest, and quantified basis-risk analysis showing 33% of genuine loss years go uncompensated.
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