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@agi-lab Australian General Insurance Lab (AGIL)

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    18 repositories

    • parametric

      Public
      HTML
      •
      GNU General Public License v3.0
      •0•0•0•0•Updated Jan 5, 2026Jan 5, 2026

    • reserving-RNN

      Public
      Jupyter Notebook
      •
      GNU General Public License v3.0
      •0•0•0•0•Updated Dec 22, 2025Dec 22, 2025

    • DRN

      Public
      Jupyter Notebook
      •
      GNU General Public License v3.0
      •2•2•0•0•Updated Nov 28, 2025Nov 28, 2025

    • climate-dependent-DFA

      Public
      R
      •
      GNU General Public License v3.0
      •2•2•0•0•Updated Nov 9, 2025Nov 9, 2025

    • SynthETIC

      Public
      SynthETIC Claim Simulator
      R
      •4•14•1•0•Updated Nov 1, 2025Nov 1, 2025

    • data-breaches-reporting

      Public
      GNU General Public License v3.0
      •0•0•0•0•Updated Apr 2, 2025Apr 2, 2025

    • ADLP

      Public
      ADLP: Accident and Development period adjusted Linear Pools for Actuarial Stochastic Reserving
      HTML
      •0•1•0•0•Updated Apr 21, 2024Apr 21, 2024

    • SPLICE

      Public
      An individual claim simulator of Synthetic Paid Loss and Incurred Cost Experience (SPLICE)
      R
      •
      GNU General Public License v3.0
      •2•6•1•1•Updated Apr 17, 2024Apr 17, 2024

    • reserving-ensemble

      Public
      HTML
      •
      GNU General Public License v3.0
      •1•4•0•0•Updated Mar 14, 2024Mar 14, 2024

    • glmmnet

      Public
      HTML
      •
      GNU General Public License v3.0
      •3•3•0•0•Updated Feb 4, 2024Feb 4, 2024

    • decumulation-risk

      Public
      Jupyter Notebook
      •
      GNU General Public License v3.0
      •0•2•0•0•Updated Jan 7, 2024Jan 7, 2024

    • reserving-robust

      Public
      R code for academic paper written by Avanzi, Lavender, Taylor and Wong.
      R
      •
      GNU General Public License v3.0
      •0•0•0•0•Updated Jun 12, 2023Jun 12, 2023

    • Rcourse

      Public
      HTML
      •0•0•0•0•Updated Jan 8, 2023Jan 8, 2023

    • LQ-reinsurance-under-constraints

      Public
      code to accompany paper by Avanzi, Lau and Steffensen "Optimal reinsurance under terminal value constraints"
      HTML
      •
      GNU General Public License v3.0
      •0•2•0•0•Updated Mar 30, 2022Mar 30, 2022

    • reserving-impact-factors

      Public
      R
      •
      GNU General Public License v3.0
      •0•0•0•0•Updated Mar 8, 2022Mar 8, 2022

    • reserving-MDN-ResMDN

      Public
      R
      •
      GNU General Public License v3.0
      •1•3•0•0•Updated Jan 30, 2022Jan 30, 2022

    • reserving-MMNPP

      Public
      Inference of counts using Markov-modulated non-homogeneous Poisson processes
      R
      •
      GNU General Public License v3.0
      •0•2•0•0•Updated Mar 2, 2020Mar 2, 2020

    • reserving-multivariate-evolutionary-glm

      Public
      A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
      multivariateglmactuarialevolutionaryreservingclaimsoutstanding
      GNU General Public License v3.0
      •0•5•0•0•Updated Jun 10, 2019Jun 10, 2019