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actuarial-calculators

This is an application developed in MS Excel Visual Basic Application and was part of my final year undergraduate project . Using Life Contingency and mortality tables and assumptions we compute actuarial present values benefits under a defined contribution scheme for commercial vehicle drivers.

actuary

Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning

analysis

Analysis in of financial situations using quantitative finance methods.

autocallable-simu

Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark

boe_stress_test

Bank of England stress test analyses

dashboard

Dashboard

dashboardore

ORE Dashboard with dependencies

esback

Expected Shortfall Backtesting

forwardinitialmargin

Implementation of Forward Initial Margin Calculation with ISDA SIMM for MVA. This Project is based on finmath-lib: https://github.com/finmath/finmath-lib and makes use of Adjoint Algorithmic Differentiation (AAD) provided here: https://github.com/finmath/finmath-lib-automaticdifferentiation-extensions

fovesimm

formally verified reimplementation of openGamma's openSIMM (Standard Initial Margin Model)

gentelella

Free Bootstrap 4 Admin Dashboard Template

github-slideshow

A robot powered training repository :robot:

google-research

Google Research

ifrs17

IFRS17 - Projects - Lifelib, Formulas, Simulations, Anaconda, Jupyter Notebook.

initialmargin

A .NET implementation of Initial Margin models.

ipythonscripts

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

jinh

Pure Functional Actuarial Language

prudential-life-insurance-assessment

Kaggle Competition: developing a predictive model for risk classification

py-ecb-ca-2014

European Bank Asset Quality Review Stress Test Datapoints in Python

python

Python stuff

pyxll-examples

Example code to be used with pyxll

r-mortality-tables

R package implementing actuarial valuation tables (period and cohort life tables) and also general insurance contracts

rhestonslv

rnn_garch

Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model

saccr

R package implementing the SA-CCR Basel III Regulation

smm

# R in Insurance Use of Stochastic Mortality Models

tpu_machine_learning

This is the code for "TPU Machine Learning (LIVE)" by Siraj Raval on Youtube

workshop-github-fundamentals