agi-lab Goto Github PK
Name: Australian General Insurance Lab (AGIL)
Type: Organization
Bio: This lab intends to make research made by Australian general insurance researchers available to the public.
Australian General Insurance Lab (AGIL)'s Projects
adlp
ADLP: Accident and Development period adjusted Linear Pools for Actuarial Stochastic Reserving
decumulation-risk
glmmnet
lq-reinsurance-under-constraints
code to accompany paper by Avanzi, Lau and Steffensen "Optimal reinsurance under terminal value constraints"
rcourse
reserving-ensemble
reserving-impact-factors
reserving-mdn-resmdn
reserving-mmnpp
Inference of counts using Markov-modulated non-homogeneous Poisson processes
reserving-multivariate-evolutionary-glm
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
reserving-robust
R code for academic paper written by Avanzi, Lavender, Taylor and Wong.
splice
An individual claim simulator of Synthetic Paid Loss and Incurred Cost Experience (SPLICE)
synthetic
SynthETIC Claim Simulator
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