Manual técnico de IBNR, reserving y modelación actuarial para seguros de salud, con aplicaciones al sistema de salud colombiano.
Chain-ladder claims reserving (development factors, ultimates, IBNR) with backtesting.
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
RateCraft: health-plan actuarial pricing and IBNR reserving engine. Chain-ladder + Bornhuetter-Ferguson validated against the published Taylor-Ashe/Mack triangle, credibility-blended rate development, and cell-exact Excel exhibits. 77 tests, 100% coverage.
Claims reserving: chain ladder, Bornhuetter-Ferguson, Mack, and the ODP bootstrap of the predictive reserve distribution.
General insurance loss reserving in R: chain ladder, Bornhuetter-Ferguson, Cape Cod and Benktander, with Mack standard error, an ODP bootstrap, and a risk margin at the 75% sufficiency level under the Bank Negara Malaysia RBC framework.
Temporal cross-validation for insurance pricing models. Walk-forward splits respecting policy/accident year structure and IBNR development buffers.
Chain-ladder IBNR reserving in base R. Deterministic estimate plus bootstrap risk capital (VaR/RCS), from scratch, no dependencies.
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