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