Mcp Chainladder

io.github.datalattice由 GitHub 帳號 datalattice 發布v1.2.2更新於 Oct 24, 2026

Actuarial chain-ladder reserving: IBNR, Mack stochastic stats, and assumption diagnostics.

已驗證STDIO僅桌面金融資料與分析

概覽

AI 產生的概覽

本機 MCP 伺服器,讓助理執行精算鏈梯法準備金計算:IBNR、最終賠款、Mack 隨機誤差與假設診斷。

可以做什麼
  • 計算鏈梯法準備金:逐年進展因子(體積加權與簡單平均)、累積進展因子、各事故年度的最終賠款與 IBNR,可指定因子、尾部因子與排除儲存格
  • 補齊整個三角形投影,並在累積值與增量值之間互相轉換
  • 以 Mack (1993) 方法估算不確定性:各期與各列的標準誤、變異係數及總準備金誤差
  • 執行 Mack (1994) 假設診斷:標準化殘差、離群值、日曆年符號檢定、獨立性檢定與通膨趨勢
  • 從磁碟讀取 CSV 損失三角形,將空白或 NA 儲存格視為未觀測
  • 回傳教科書 10x10 範例三角形供自我檢查
適用情境
適合在對話中需要對損失三角形進行鏈梯法計算的情況:估算 IBNR、預測最終賠款,或檢驗投影假設是否成立。它只是機械式計算器,不能取代精算判斷。
執行需求
以 Python 套件 mcp-chainladder 透過 uvx 或 pipx 在本機以 stdio 執行,需要 Python 3.10 或更新版本。未宣告驗證、API 金鑰或環境變數。CSV 解析會讀取本機磁碟檔案,因此助理需要三角形檔案的路徑。
安裝前請注意
README 明確指出僅供計算,不構成精算建議;資料選取、因子選擇、尾部與誤差指標的解讀都需要專業精算判斷。CSV 解析會讀取交給它的任意本機檔案路徑。文中提到 Pro 版本但目前未對外開放,Pro 工具對外部使用者會回傳需要授權的錯誤。

安裝

在 SourceWeft 中

  1. 開啟 儀表板中的 Mcp Chainladder,將其新增到工作區。
  2. 為需要使用其工具的對話啟用該服務。

Desktop only,透過 STDIO。 STDIO 服務會啟動本機處理程序,因此需要 SourceWeft 桌面主機。

其他 MCP 客戶端

參照 儲存庫 中的啟動說明。

README

mcp-chainladder

[PyPI] [Python] [License]

Actuarial chain-ladder reserving for Claude. A Model Context Protocol server that hands Claude the tools to compute IBNR, project ultimates, run Mack (1993) stochastic error estimates, check Mack (1994) model assumptions, and parse loss triangles from CSV — all from a natural- language conversation.

Calculation only — not actuarial advice. This is a mechanical chain-ladder calculator. Selection of data, factors, tails, and exclusions, and the interpretation of stochastic error measures, require professional actuarial judgement.


What it does

Eight tools, exposed over MCP. Claude picks the right one when you ask a question; you don't have to call them by name.

ToolWhen Claude reaches for it
compute_chain_ladder"What's the IBNR on this triangle?" — the workhorse
project_triangle"What does the full projected triangle look like?"
mack_stochastic"What's the uncertainty on the total reserve?"
mack_diagnostics"Are there outliers or trend issues?"
parse_csv_triangle"Run the chain ladder on this CSV file"
to_incremental"Show me the incremental development pattern"
to_cumulative"Cumulate these incremental values"
sample_triangle"Show me a working example" — quick demo

All numerical conventions match the Mack 1993 and Mack 1994 papers; results are stable to ~1e-12 against hand calculation on the textbook 10×10 triangle.


Install

bash
pipx install mcp-chainladder# or, to run on demand without installing:uvx mcp-chainladder

Python 3.10 or newer; no other runtime dependencies beyond the official MCP SDK.

Hook into Claude Desktop

Edit ~/Library/Application Support/Claude/claude_desktop_config.json (macOS) or %APPDATA%\Claude\claude_desktop_config.json (Windows):

json
{  "mcpServers": {    "chainladder": {      "command": "uvx",      "args": ["mcp-chainladder"]    }  }}

Quit and reopen Claude Desktop. The triangle tools appear under the 🔌 icon in any conversation.

For Cursor / Cline / Continue / Zed — same mcpServers block, each app has its own config file location (their docs walk you through it).


Examples

Run the chain ladder on a CSV

Me: I have a paid-loss triangle at ~/Desktop/motor_2026Q1.csv.    Run the chain ladder and tell me the IBNR.
Claude: [calls parse_csv_triangle, then compute_chain_ladder]        Loaded a 10×10 cumulative triangle. Using volume-weighted        factors:          • Total paid to date: 49,458,000 USD          • Total ultimate:     65,883,400 USD          • Total IBNR:         16,425,400 USD        Selected factors trend from 1.879 at the front of the        triangle down to 1.002 at the tail.

Check whether you should worry about assumptions

Me: Same triangle — any reason not to trust the projection?
Claude: [calls mack_diagnostics]        Three flags worth a look:        • Inflation trend: slope 0.053, p ≈ 1e-12 — STRONG evidence          link ratios are drifting upward across accident years.          This violates Mack's homogeneity assumption; consider          weighting recent years more.        • Calendar-year: Z = 0.0, p = 1.0 — no diagonal effect.        • Independence: Z = -0.35, p = 0.73 — no obvious dependence          across development columns.        • Outliers: 0 cells exceed |2σ|.
        The inflation finding is the one to act on.

Exclude an outlier and re-run

Me: Drop the link ratio at AY 3, dev period 2→3. What changes?
Claude: [calls compute_chain_ladder with excluded=[[2, 1]]]        Excluding (AY 3, 2→3):          • Volume factor at 2→3 moves from 1.331 to 1.328          • Total IBNR moves from 16,425 to 16,389 (−36)          • Mack SE total moves from ±354.6 to ±348.2        Net: small enough to be a "robustness check passes" rather        than a finding.

Tool reference

Each tool returns a JSON object (or a 2-D list, in the case of project_triangle/to_incremental/to_cumulative). Claude reads the descriptions and types directly from the server — you don't need to memorise the shapes — but here's the cheat sheet.

compute_chain_ladder(triangle, selected_factors?, tail?, excluded?)

End-to-end chain ladder.

Field returnedMeaning
volume_factors[j]All-year volume-weighted age-to-age factor for transition j→j+1
simple_factors[j]Unweighted average of individual link ratios
selected_factors[j]The factor set actually used to project (defaults to volume)
individual_factors[i][j]Per-row link ratio C[i,j+1] / C[i,j]; null where the pair is unobserved
cdf[j]Cumulative dev factor to ultimate; cdf[-1] == tail
latest_diagonal[i]Most recent observed value per AY
ultimates[i]Projected ultimate per AY
ibnr[i]Ultimate − Latest per AY
total_*Sums of the three above
n_acc, n_devTriangle dimensions

mack_stochastic(triangle, selected_factors, excluded?)

Mack (1993) distribution-free standard errors. Returns σ̂²_j per dev period (tail-rule backfilled when only one observation), SE & CV per row, and SE_total / CV_total including cross-row covariance per eq. 5.15.

mack_diagnostics(triangle, selected_factors, excluded?, outlier_threshold?)

Returns standardised residuals, outliers (|r| > threshold, default 2.0), the calendar-year sign test, Spearman independence test across adjacent dev columns, and the inflation slope of mean log-link-ratio against accident-year index.

p-value bands to translate to plain English:

p < 0.005 → strong evidencep < 0.05  → significantp < 0.10  → borderlinep ≥ 0.10  → no evidence

parse_csv_triangle(path)

Reads a CSV from disk, treats blank / NA / NaN / N/A / − cells as unobserved, strips embedded thousand-separator commas, and skips header / metadata rows. Returns the triangle + dimensions + the absolute path read (useful for the assistant to confirm what it loaded).

project_triangle(triangle, selected_factors)

Fills the lower-right of the triangle with chain-ladder projections. Returns a fully-rectangular list[list[float]] (no nulls). NaN where a row has no observation to project forward from.

to_incremental(cumulative) / to_cumulative(incremental)

Two conversions. Unobserved cells stay unobserved; the inverse on observed cells is exact.

sample_triangle()

Returns the textbook 10×10 cumulative paid triangle. Use as a self-check: pass it to compute_chain_ladder and you should get Paid 49,458 / Ultimate 65,883 / IBNR 16,425.


Triangle format

python
[    # AY 1 — fully developed    [1000, 1855, 2423, 2988, 3335, 3483, 3552, 3603, 3624, 3631],    # AY 2 — observed through dev 9    [1113, 2103, 2774, 3422, 3844, 4010, 4090, 4148, 4172, None],    # …    # AY 10 — only the first observation    [2640, None, None, None, None, None, None, None, None, None]]
  • Outer index = accident year, oldest first
  • Inner index = development period, 0 = first age
  • Use None (or JSON null) for unobserved cells
  • All rows must be the same length — pad with trailing null

Testing

bash
pipx install --editable mcp-chainladderpytest -q

Tests pin every public tool against the textbook triangle's well-known parity values to ~1e-9.

Pro tier

<< UNDER REVIEW - COMING SOON >>

The free tier covers all 8 tools listed above. Pro unlocks additional methods + bulk workflows, gated by a local license file at ~/.chainladder/license (or wherever $CHAINLADDER_LICENSE_FILE points).

Pro licenses are currently for internal and testing purposes only — not open to the public. No purchase channel is available at this time. The Pro tools are listed below for reference and will continue to return pro_license_required for external users.

Pro toolWhat it does
pro_license_statusInspect current license state (free to call)
interpret_diagnosticsMack tests with verdict labels + plain-English summaries + recommended actions
sensitivity_analysisDrop each link ratio one-at-a-time and rank by IBNR impact
tail_extrapolationFit exponential + inverse-power tail models, recommend best fit
bornhuetter_fergusonBF reserving method with side-by-side CL comparison
compare_methodsRun CL + BF in one call, report deltas + largest divergence
generate_pdf_report (coming v1.2)Full 5-page actuarial PDF — cover / triangle / factors / results / 3D loss surface
batch_csv_processing (coming v1.2)Fold the chain ladder over a directory of CSV triangles
cape_cod, mack_bf (coming v1.3)Additional reserving methods, all returning side-by-side comparisons

License file format

json
{  "product":  "mcp-chainladder-pro",  "owner":    "[email protected]",  "expires":  null,  "key":      "CL-PRO-1A2B3C4D",  "signature": "…"}

Drop it at ~/.chainladder/license (the file's directory must exist; the server doesn't create it). Pro tools immediately respond as unlocked the next time Claude calls them.

When the license is missing or expired, every Pro tool returns {"error": "pro_license_required", "status": {...}} instead of computing — Claude reads the status and points you to the upgrade URL. The free-tier tools always work regardless of license state.

License

MIT. See LICENSE.

來源:README.md,提交 36825b6

工具

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版本歷史

1
  1. v1.2.2最新Sep 16, 2026

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