Australian General Insurance Lab (AGIL)
This lab intends to make research made by Australian general insurance researchers available to the public.
Popular repositories
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reserving-multivariate-evolutionary-glm
reserving-multivariate-evolutionary-glm PublicA multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
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LQ-reinsurance-under-constraints
LQ-reinsurance-under-constraints Publiccode to accompany paper by Avanzi, Lau and Steffensen "Optimal reinsurance under terminal value constraints"
HTML 3
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reserving-MMNPP
reserving-MMNPP PublicInference of counts using Markov-modulated non-homogeneous Poisson processes
R 2
Repositories
Showing 10 of 14 repositories
- reserving-ensemble Public
- decumulation-risk Public
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- LQ-reinsurance-under-constraints Public
code to accompany paper by Avanzi, Lau and Steffensen "Optimal reinsurance under terminal value constraints"