R-package for spatial risk calculations
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Updated
Aug 23, 2024 - R
R-package for spatial risk calculations
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II
All JavaScript algorithms published by OSM in one place.
Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)
All Jupyter Notebooks implemented by Open Source Modelling in one place.
Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.
Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.
Class library for actuarial claims reserving and tariff rating for non-life insurances
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Example of recalculation of the EIOPA RFR curve.
Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.
Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.
Research project 2019-2020
Binaries T4U with Unified DPM Database for Solvency II and Pension Funds Reporting
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