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.
pip install punppci
Refer to Example.ipynb for an example.