Loss Simulation Model and Documentation

CAS Loss Simulator 2.0 is an open source R package (cascsim.zip), helping actuaries perform transaction data fitting and claim-level loss reserving. It comes with an Excel Front End to assist users with an easy to use interface.

  1. How to Run Loss Simulator 2.0 (Read this first; advanced users download product from step 2)
  2. Loss Simulator 2.0 Excel (You only need this file to run)
  3. R Source Code (DIY code for advanced R users)
  4. Loss Simulator 2.0 Architecture(PDF)
  5. Loss Simulation 2.0 Methodology
  6. R Package Example (Run R package directly)
  7. Validation Report
  8. Download a testing claim data

For questions or comments, please contact:

rabsolutions@gmail.com or Fernando Alvarado(falvarad@travelers.com)

For technical issues, please contact Hai You (hyou@reserveprism.com)