JackyP / penalised-unexplainability-network-payments-per-claim-incurred

A granular machine learning risk pricing and loss reserving model.

PUNPPCI: Penalising Unexplainability Network Payments per Claim Incurred

A package for processing insurance premiums and claims data, with scikit-learn compatible applications of the PUNPPCI risk pricing and reserving model, as well as implementations of chain ladder and PPCI.

This package is a work in progress. Please check results carefully. PR's and feedback (via the issue tracker) welcome.

Installation:

pip install punppci

Usage:

Refer to Example.ipynb for an example.