Actuarial Pricing & Reserving Workspace — Host-to-Host Integration

Purpose of Host-to-Host

Ingest exposure, premium, and loss data from PAS/Claims/GL to actuarial workspace automatically.
Run pricing models and reserving methods via APIs; publish factors, indications, and reserve estimates.
Expose results to PAS/Rating/Finance/BI with full lineage and version control.

Core Data Objects

Exposure: policies, earned exposures, rating variables, territories, vehicle/property attributes
Losses: reported/paid amounts, case reserves, ALAE/ULAE, claim counts, severities
Triangles: accident/underwriting year × development period (paid, reported, case incurred)
Pricing Factors: relativities, GLMs/GBMs coefficients, credibility weights
Reserve Outputs: ultimates, IBNR, IBNER, tail factors, Mack SE
Assumptions: trend, seasonality, on-level, a priori loss ratios, BF selections
Events: dataLoaded, modelTrained, reserveCalculated, factorsPublished

Example API Endpoints

POST /actuarial/exposure
Upload exposure slices by LOB/product/segment

POST /actuarial/losses
Upload loss records (paid/reported/case/ALAE)

POST /actuarial/triangles
Upload loss triangles for reserving

POST /pricing/train
Train GLM/GBM with selected variables & cross-validation

POST /pricing/predict
Score portfolios; return indications & relativities

POST /reserving/run
Run Chain-Ladder/Bornhuetter-Ferguson/Mack methods

GET /reserving/results/{lob}
Retrieve ultimates/IBNR/uncertainty by segment

POST /factors/publish
Publish pricing factors to Rating/PAS

POST /callbacks/status
Async updates for long-running model jobs

Sample Triangle Upload

POST /actuarial/triangles
{
  "lob":"MOTOR",
  "type":"PAID",
  "units":"IDR",
  "triangle":[
    {"accYear":2021, "dev":12, "value": 540000000},
    {"accYear":2021, "dev":24, "value": 720000000},
    {"accYear":2022, "dev":12, "value": 510000000}
  ]
}

Sample Reserving Request

POST /reserving/run
{
  "lob":"MOTOR",
  "methods":["CHAIN_LADDER","MACK_SE"],
  "tail":{"type":"extrapolate","periods":6},
  "options":{"linkRatio":"volumeWeighted", "variance":"mack"}
}
-- RESPONSE (excerpt) --
{
  "lob":"MOTOR",
  "ultimate": 18900000000,
  "ibnr": 3400000000,
  "mackSE": 0.14
}

Reference Flows

Nightly Data Refresh

ETL pulls exposure/premium/loss data from PAS/Claims
Quality checks & mapping to canonical schema
Versioned snapshots loaded to workspace

Pricing Model Lifecycle

Train GLM/GBM with k-fold CV and fairness checks
Register model & publish factor tables
Rating/PAS consumes factors via API

Reserving Cycle

Upload triangles → run methods (CL/BF/Mack)
Actuary selects judgments (BF a priori, tail)
Results exported to Finance/BI

What‑If & Sensitivity

Apply trend/on‑level/seasonality overrides
Compare ultimates & IBNR vs base
Export delta tables for management review

Security & Controls

mTLS, OAuth2/JWT; IP allow-list; message signing (JWS).
PHI/PII minimization and masking; encryption at rest & in transit.
Model registry with versioning and approval workflow.
Idempotency for batch uploads; replay protection; rate limiting.

Monitoring & Audit

Data-quality scoring (completeness, outliers, timeliness).
Model metrics (AUC/MAE/Deviance), drift detection, stability reports.
Audit trail for model versions, factor publications, and overrides.

What You Get

OpenAPI + batch templates (CSV/JSON) for exposure, losses, triangles.
Model templates (GLM/GBM) with example notebooks.
Reserving method pack (CL/BF/Mack) with mapping sheets.
Publishing adapters for Rating/PAS & BI exports.
Annual maintenance incl. change requests; on-prem or cloud.