Loss Reserve Analysis
Runs chain ladder, BF, and Cape Cod on loss triangles and exports a formatted Excel exhibit.
Test report
- Verdict
- Tested · Works
- Score
- 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-analysisRuns 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.