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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.

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  1. SynthETIC SynthETIC Public

    SynthETIC Claim Simulator

    R 12 3

  2. SPLICE SPLICE Public

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

    R 6 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 4 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. glmmnet glmmnet Public

    HTML 3 3

Repositories

Showing 10 of 14 repositories
  • DRN Public
    agi-lab/DRN’s past year of commit activity
    Jupyter Notebook 1 GPL-3.0 1 0 0 Updated Jul 8, 2024
  • ADLP Public

    ADLP: Accident and Development period adjusted Linear Pools for Actuarial Stochastic Reserving

    agi-lab/ADLP’s past year of commit activity
    HTML 2 0 0 0 Updated Apr 21, 2024
  • SPLICE Public

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

    agi-lab/SPLICE’s past year of commit activity
    R 6 GPL-3.0 2 1 1 Updated Apr 17, 2024
  • reserving-ensemble Public
    agi-lab/reserving-ensemble’s past year of commit activity
    HTML 4 GPL-3.0 1 0 0 Updated Mar 14, 2024
  • SynthETIC Public

    SynthETIC Claim Simulator

    agi-lab/SynthETIC’s past year of commit activity
    R 12 3 1 1 Updated Feb 5, 2024
  • glmmnet Public
    agi-lab/glmmnet’s past year of commit activity
    HTML 3 GPL-3.0 3 0 0 Updated Feb 4, 2024
  • decumulation-risk Public
    agi-lab/decumulation-risk’s past year of commit activity
    Jupyter Notebook 1 GPL-3.0 0 0 0 Updated Jan 7, 2024
  • reserving-robust Public

    R code for academic paper written by Avanzi, Lavender, Taylor and Wong.

    agi-lab/reserving-robust’s past year of commit activity
    R 0 GPL-3.0 0 0 0 Updated Jun 12, 2023
  • Rcourse Public
    agi-lab/Rcourse’s past year of commit activity
    HTML 0 0 0 0 Updated Jan 8, 2023
  • LQ-reinsurance-under-constraints Public

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

    agi-lab/LQ-reinsurance-under-constraints’s past year of commit activity
    HTML 3 GPL-3.0 0 0 0 Updated Mar 30, 2022
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