Australian General Insurance Lab (AGIL)

Australian General Insurance Lab (AGIL)'s repositories

SynthETIC Claim Simulator

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

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

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

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

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

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

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