Loss Reserve Analysis

Runs chain ladder, BF, and Cape Cod on loss triangles and exports a formatted Excel exhibit.

Tested · Works

Test report

Verdict
Tested · Works
Score
9.2/10
Tested
Jul 15, 2026
Environment
Claude Code 2.x (agent harness)
Upstream re-checked
Aug 10, 2026 · a296a50

Ran the bundled reserve_analysis.py on the sample 5x5 triangle for real: it produced a 6-sheet Excel workbook (triangle, ATA factors, CL ultimates, BF/Cape Cod, diagnostics, summary) with a fitted 1.0057 tail factor and 4-method ultimate range of 15,751-16,112, versus a naive hand chain-ladder baseline (16,019, no tail, no cross-check, no exhibit) — genuinely more rigorous and a real deliverable, not just narrative.

Scored on four weighted criteria — install, triggering, output vs. baseline, docs. How scoring works

  • Installs cleanly 5/5
  • Triggers reliably 5/5
  • Output vs. baseline 9/10
  • Docs & honesty 4/5

What Loss Reserve Analysis does

Parses P&C loss development triangles (Excel/CSV/transaction-level), runs Chain Ladder, Bornhuetter-Ferguson, Cape Cod and Expected Loss Ratio methods, flags diagnostic anomalies (calendar-year drift, outlier factors, tail sensitivity), and writes a multi-sheet Excel report. Triggers on loss triangle uploads or reserve/IBNR/chain-ladder language.

How to install Loss Reserve Analysis

git clone https://github.com/kalta-ai/actuarial-skills
mkdir -p ~/.claude/skills
cp -r actuarial-skills/loss-reserve-analysis ~/.claude/skills/loss-reserve-analysis

Skills live in ~/.claude/skills/ (global) or .claude/skills/ (per-project). Restart Claude Code after installing.

Commands — how to trigger Loss Reserve Analysis

  • /loss-reserve-analysis Runs chain ladder, BF, and Cape Cod on loss triangles and exports a formatted Excel exhibit.

It also activates on plain-language prompts like these:

  • Run a chain ladder analysis on our paid loss triangle data.
  • I need an IBNR estimate using Bornhuetter-Ferguson for this data.
  • Can you check my reserves against this loss development triangle?

Frequently asked questions

Is the Loss Reserve Analysis skill free?
Yes. The skill itself is free from kalta-ai/actuarial-skills. SkillProof publishes the install command and an independent test verdict at no cost.
Does Loss Reserve Analysis work with Claude Code?
We tested it with Claude Code 2.x (agent harness) on Jul 15, 2026. Verdict: Tested · Works. Ran the bundled reserve_analysis.py on the sample 5x5 triangle for real: it produced a 6-sheet Excel workbook (triangle, ATA factors, CL ultimates, BF/Cape Cod, diagnostics, summary) with a fitted 1.0057 tail factor and 4-method ultimate range of 15,751-16,112, versus a naive hand chain-ladder baseline (16,019, no tail, no cross-check, no exhibit) — genuinely more rigorous and a real deliverable, not just narrative.
What is the Loss Reserve Analysis SkillProof Score?
9.2/10 — installs cleanly 5/5, triggers reliably 5/5, output vs. baseline 9/10, docs & honesty 4/5.
How do I install Loss Reserve Analysis?
Copy the install command from this page, run it in your terminal, and restart Claude Code. Skills live in ~/.claude/skills/ (global) or .claude/skills/ inside a project.
Can I use Loss Reserve Analysis with Cursor, Copilot, Gemini CLI, Codex or other AI tools?
The SKILL.md format is native to Claude (Claude Code, Desktop, claude.ai). The instructions inside adapt to other assistants: Cursor rules, GitHub Copilot instructions, Windsurf rules, Custom GPTs, AGENTS.md for OpenAI Codex, and GEMINI.md for Google Gemini CLI — our conversion guides cover each, and the free converter on the tools page does the wrapping for you.