R package for spatial risk analytics
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Jun 17, 2026 - R
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solvency-ii
Here are 33 public repositories matching this topic...
Stochastic reserving in Python and R
bootstrap insurance stan mcmc actuarial solvency-ii general-insurance solvency2 ifrs17 stochastic-reserving
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Jun 15, 2026 - Jupyter Notebook
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
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Nov 14, 2024 - Python
Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II
insurance risk equity equities yahoo-finance scr risk-management equity-index solvency-ii insurers eiopa capital-charge solvency
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Apr 15, 2018 - Python
Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)
portfolio insurance risk bond fixed-income scr spread solvency-ii insurers spread-risk covered-bond capital-charge solvency
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Apr 15, 2018 - Python
All Jupyter Notebooks implemented by Open Source Modelling in one place.
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Mar 20, 2026 - Jupyter Notebook
All JavaScript algorithms published by OSM in one place.
javascript algorithm statistics algorithms insurance risk-analysis risk risk-models actuarial solvency-ii actuarial-modeling smith-wilson
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Jul 14, 2023 - JavaScript
Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.
python testing algorithms insurance risk risk-models actuarial risk-management solvency-ii stochastic-scenario-generator
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Nov 4, 2023 - Jupyter Notebook
Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.
python algorithm insurance actuarial risk-management extrapolation solvency-ii bisection-method smith-wilson
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Apr 1, 2024 - Python
Class library for actuarial claims reserving and tariff rating for non-life insurances
development insurance rating mathematics maths actuarial loss tariff reserving claims claims-reserving solvency-ii chainladder non-life chain-ladder cape-cod bornhuetter-ferguson loss-development lossdevelopment marginal-average
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Apr 27, 2020 - C#
Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.
python insurance jupyter-notebook actuarial risk-management solvency-ii eiopa actuarial-modeling smith-wilson
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Sep 30, 2023 - Jupyter Notebook
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
finance algorithm insurance interpolation matlab actuarial risk-management extrapolation solvency-ii smith-wilson
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Jun 20, 2023 - MATLAB
Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.
python finance algoritmi solvency-ii eiopa smith-wilson assicurazione actuariale attuariali interpolazione estrapolazione
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Sep 25, 2023 - Python
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
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Jan 22, 2022 - Vue
Example of recalculation of the EIOPA RFR curve.
python algorithm insurance jupyter-notebooks actuarial risk-management solvency-ii eiopa smith-wilson
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Jan 9, 2024 - Jupyter Notebook
Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.
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Mar 31, 2024 - Python
Binaries T4U with Unified DPM Database for Solvency II and Pension Funds Reporting
xbrl solvency-ii eiopa t4u pension-funds datapoint-model-and-xbrl solvency2 pensionfunds iorp2 iorp-ii
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Oct 22, 2019
Stochastic mortality modelling on HMD France data (1950–2024), Lee-Carter, CBD, Renshaw-Haberman & Bayesian Kalman Filter compared via rolling backtest, Life annuity pricing, Solvency II longevity risk quantification, Streamlit dashboard
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Apr 22, 2026 - Jupyter Notebook
Climate-augmented mortality framework for life insurance — Lee-Carter/CBD models, NGFS scenarios, and Solvency II impacts across Italy, France, Germany & NL
python r insurance stress-testing quantitative-finance climate-change risk-management life-insurance solvency-ii stochastic-models esg actuarial-science lee-carter climate-risk mortality-modeling ngfs-scenarios
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Jul 18, 2026
PRA SS1/23 compliant model validation reports for insurance pricing — Gini CI, A/E CI, double-lift, fairness, HTML/JSON
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Mar 27, 2026 - Python
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