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@agi-lab

Australian General Insurance Lab (AGIL)

This lab intends to make research made by Australian general insurance researchers available to the public.

Popular repositories

  1. SynthETIC SynthETIC Public

    SynthETIC Claim Simulator

    R 11 3

  2. SPLICE SPLICE Public

    An individual claim simulator of Synthetic Paid Loss and Incurred Cost Experience (SPLICE)

    R 5 2

  3. reserving-multivariate-evolutionary-glm reserving-multivariate-evolutionary-glm Public

    A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

    4

  4. reserving-ensemble reserving-ensemble Public

    HTML 3 1

  5. LQ-reinsurance-under-constraints LQ-reinsurance-under-constraints Public

    code to accompany paper by Avanzi, Lau and Steffensen "Optimal reinsurance under terminal value constraints"

    HTML 3

  6. reserving-MMNPP reserving-MMNPP Public

    Inference of counts using Markov-modulated non-homogeneous Poisson processes

    R 2

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