CS2 Risk Modelling & Survival Analysis
Markov chains, survival estimation, time series, reserving triangles, ruin and copulas, with the CS2 formula sheet.
Interactive tools
Ruin theory simulator
Compound Poisson claims against premium income: ruined paths highlighted, simulated ruin rates against the exact Cramér-Lundberg formula. CS2.
Survival models playground
Gompertz-Makeham mortality with live sliders: survival curves, force of mortality and life expectancy. Illustrative law, not a published table. CS2 and CM1.
Run-off triangles
Edit a cumulative claims triangle and watch the chain ladder complete it, with expected loss ratio and Bornhuetter-Ferguson reserves side by side. CS2 reserving.
No-claims discount simulator
The CS2 Markov chain classic: transition matrix, year-by-year convergence and the stationary distribution, with the long-run average premium in pounds.
Time series playground
Simulate AR, MA and ARMA processes and watch the sample ACF and PACF against theory: cut-offs, tailing-off and the slow decay of near-unit roots. CS2.
Multi-state model simulator
The healthy-sick-dead illness-death model: move the transition intensities, watch the occupancy probabilities evolve, and see the sickness benefit premium price itself. CS2.
Kaplan-Meier playground
Edit a survival dataset with censoring toggles and watch the product-limit estimate, the Nelson-Aalen overlay and the full risk-set table rebuild live. CS2.
Copula visualiser
Gaussian, t, Clayton and Gumbel scatter clouds at the same Kendall's tau: watch tail dependence appear in the corners while the correlation stays fixed. CS2.
Extreme value theory
The GEV density morphing through Fréchet, Gumbel and Weibull on a shape slider, plus a peaks-over-threshold mean excess plot on simulated Pareto and exponential claims. CS2.
Reinsurance layers
A claim severity density split at the retention: insurer and reinsurer expected costs, shares and the variance relief, recomputed live as you slide M. Excess of loss for CS2.