The target of the project is to create a Non-Life reserving software, similiar in capabilities and speed to the commercial versions. The software will be built on top of the Netbeans platform.
The following sections describe the technical content of the project.
The following estimation methods are implemented in the current state:
- Average-Claim
- Expected-Loss-Ratio
- Bornhuetter-Ferguson
- Cape-Cod
- Chain-Ladder
- Mack's method (analytic standard errors)
- Munich Chain-Ladder
- Composite estimate, that enables to use of different method for different accident periods
Some tests in regard with the assumptions underlying the Chain-LAdder method, suggested by Mack, are also implemented:
- Test for calendar year effect.
- Test for independence of subsequent development factors
The most popular bootstrapping methods are also implemented:
- Overdispersed Poisson Model
- Mack's model
- Bootstrap for the Munich Chain-Ladder method
This part describes the main projects, bulding blocks, of JReserve:
- JRLib: this is a standalone, pure Java, library which defines all the calculations (estimates, tests, bootstraps etc). All other projects are providing (user-)interfaces to the functionality, defined in this project. If exploring the repository, look here first).
- GRScript: defines a very simple, expandable Groovy DSL to JRLib. The concept of the project is to define delegates for each concept within JRLib (i.e a ClaimTriangle or LinkRatio), and make these concepts easily accessible with builders in a Groovy script.
- GRScript-GUI: the project provides a simple editor, with plotting and help functionalities to grscripts.
- JReserve-Dummy: This project is a dummy gui, to test and showcase concepts for the final application.
This is a short overwiev of the directories and their contents of the repository.
JRLib |- Design | Contains the design for the project. Not yet completed. |- ExcelCalc | Contains the excel example calculations. Mainly used in | the Unit Tests. |- Literature | Contains the used literature (mainly PDF), describing the | technical background of the different methods. |- Misc | Contains miscellaneous files, such as icons for the | applications. |- NetbeansProject |- jrlib | This is the first netbeans project to look at. It is the | core calculation library, containing all the implementations | of the different methods, tests and bootstraps. |- grscript | This project provides a simple DSL for JRLib, implemented | in Groovy. The DSL enables quick testing of new methods | and concepts. |- grscript-gui | Provides a simple editor to GRScript with additional | plotting and outputwindow as a Netbeans RCP. |- jreserve-dummy | Dummy Netbeans RCP, to showcase the different windows, | settings of the final application.