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

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

All JavaScript algorithms published by OSM in one place.

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.

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

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

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

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

Example of recalculation of the EIOPA RFR curve.

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

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

Research project 2019-2020