A Model Context Protocol server that hands Claude eight tools for loss-triangle math, Mack stochastic estimation, and assumption diagnostics. Hook it up in one minute, then ask in plain English.
Try it now
uvx mcp-chainladder
Eight tools, picked automatically — you don't have to know their names.
Volume- and simple-averaged factors, CDF to ultimate, latest-diagonal extraction, IBNR per AY + total — the whole machinery in one call.
Distribution-free standard errors and coefficients of variation per accident row and total, computed exactly per Mack (1993).
Calendar-year sign test, Spearman independence, inflation slope, and standardised-residual outlier flagging — all the assumption checks Mack (1994) recommends.
Hand Claude a path. It parses your triangle (NA, dashes, thousand-comma quirks all handled) and runs the chain ladder on it.
Switch triangle shapes losslessly. Round-trips preserve unobserved cells exactly so you don't lose information mid-analysis.
No HTTP calls, no analytics, no telemetry. Every triangle stays on your machine. The source is open and small enough to read in one sitting.
Free covers the core projection + stochastic + diagnostics. Pro adds interpretive analytics and additional reserving methods.
| Tool | Free | Pro |
|---|---|---|
compute_chain_ladder — full projection | ✓ | ✓ |
project_triangle — fill lower-right | ✓ | ✓ |
mack_stochastic — Mack (1993) SE/CV | ✓ | ✓ |
mack_diagnostics — raw Mack tests | ✓ | ✓ |
parse_csv_triangle — load from CSV | ✓ | ✓ |
to_incremental / to_cumulative | ✓ | ✓ |
sample_triangle — textbook demo | ✓ | ✓ |
interpret_diagnostics — verdict labels + plain-English summaries | — | ✓ |
sensitivity_analysis — drop-one-out IBNR impact ranking | — | ✓ |
tail_extrapolation — exponential + inverse-power fits | — | ✓ |
bornhuetter_ferguson — BF with CL side-by-side | — | ✓ |
compare_methods — CL + BF in one call | — | ✓ |
Once installed, ask Claude in plain English. The MCP makes the right tool calls under the hood.
You I have a paid-loss triangle at ~/Desktop/motor.csv. Run the chain ladder, flag any diagnostic concerns, and recommend whether I can publish this as a reserve. Claude (calls parse_csv_triangle + compute_chain_ladder + interpret_diagnostics) Loaded a 10×10 cumulative triangle. Volume-weighted factors give: • Paid to date: 49,458 USD • Ultimate: 65,883 USD • IBNR: 16,425 USD • Mack SE total: ±354.61 USD (CV 0.54%) Diagnostics: • Calendar-year (Tarbell): Z=0.00, p=1.000 — no evidence • Independence (Spearman): Z=-0.35, p=0.726 — no evidence • Inflation slope: β=0.053, p=1.3e-12 — STRONG evidence • Outliers (|residual| > 2): none Recommendation: link ratios drift upward by ~5%/AY (statistically strong). Before publishing, weight only the last 3–5 AYs and compare against a Bornhuetter-Ferguson cross-check.
Free for everyone. Pro is a one-time purchase that unlocks BF, sensitivity, tail fits, and interpretive diagnostics.