solvency-ii

There are 1 repository under solvency-ii topic.

• MHaringa / spatialrisk

  R-package for spatial risk calculations

  actuarial-sciencesolvency-iiinsurancespatialr
  Language:R 19

• open-source-modelling / Smith_Wilson_python

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.

  actuarialalgorithmextrapolationfinanceinsuranceinterpolationpythonsmith-wilsonsolvency-ii
  Language:Python 9

• MBKraus / Solvency_II_Equity_Risk_Capital_Charge

  Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II

  capital-chargeeiopaequitiesequityequity-indexinsuranceinsurersriskrisk-managementscrsolvencysolvency-iiyahoo-finance
  Language:Python 7

• MBKraus / Solvency_II_Spread_Risk_Capital_Charge

  Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)

  solvency-iispreadriskbondfixed-incomespread-riskinsuranceinsurerscovered-bondscrcapital-chargesolvencyportfolio
  Language:Python 6

• open-source-modelling / insurance_javascript

  All JavaScript algorithms published by OSM in one place.

  algorithmsstatisticsinsurancerisk-analysisriskrisk-modelsactuarialactuarial-modelingsmith-wilsonsolvency-iialgorithmjavascript
  Language:JavaScript 5

• open-source-modelling / insurance_jupyter

  All Jupyter Notebooks implemented by Open Source Modelling in one place.

  actuarialactuarial-modelingeiopainsurancejupyter-notebookpythonrisksmith-wilsonsolvency-ii
  Language:Jupyter Notebook 5

• jb262 / ActuarialMaths.NonLife

  Class library for actuarial claims reserving and tariff rating for non-life insurances

  actuarialmathsmathematicsclaims-reservingchain-laddersolvency-iichainladdernon-lifeinsurancecape-codbornhuetter-fergusonloss-developmentlossdevelopmentlossdevelopmentclaimsreservingtariffratingmarginal-average
  Language:C# 3

• open-source-modelling / bisection_alpha_python

  Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.

  insurancesolvency-iiextrapolationrisk-managementactuarialsmith-wilsonbisection-methodalgorithmpython
  Language:Python 3

• open-source-modelling / EIOPA_Monthly_rfr_check

  Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.

  actuarialactuarial-modelingeiopainsurancejupyter-notebookpythonrisk-managementsmith-wilsonsolvency-ii
  Language:Jupyter Notebook 3

• open-source-modelling / EIOPA_Smith_Wilson_test

  Example of recalculation of the EIOPA RFR curve.

  actuarialalgorithmeiopainsurancejupyter-notebookspythonrisk-managementsmith-wilsonsolvency-ii
  Language:Jupyter Notebook 3

• open-source-modelling / Hull_White_stochastic_scenarios_checks_python

  Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.

  actuarialalgorithmsinsurancepythonriskrisk-managementrisk-modelssolvency-iistochastic-scenario-generatortesting
  Language:Jupyter Notebook 3

• open-source-modelling / Smith_Wilson_italiano_python

  Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.

  actuarialealgoritmiassicurazioneattuarialieiopaestrapolazionefinanceinterpolazionepythonsmith-wilsonsolvency-ii
  Language:Python 3

• open-source-modelling / smith_wilson_matlab

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

  actuarialalgorithmextrapolationfinanceinsuranceinterpolationmatlabrisk-managementsmith-wilsonsolvency-ii
  Language:MATLAB 3

• open-source-modelling / test_smith_wilson

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

  actuarialextrapolationfinanceinsuranceinterpolationjavascriptsmith-wilsonsolvency-ii
  Language:Vue 3

• open-source-modelling / assicurazione_python

  Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.

  actuarialassicurativopythonrisksolvency-ii
  Language:Python 2

• GeorgHaupt / T4U_Releases_Unified

  Binaries T4U with Unified DPM Database for Solvency II and Pension Funds Reporting

  t4uxbrlpension-fundseiopasolvency-iidatapoint-model-and-xbrlsolvency2pensionfundsiorp2iorp-ii
  0

• mtkier94 / Grouping-in-insurance-with-neural-networks

  Research project 2019-2020

  actuarial-sciencedeep-learningevolutionary-algorithmsgroupingnested-modelsportfolio-analysissolvency-ii
  Language:Python 0