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Achievement: Pull SharkAchievement: Pair ExtraordinaireAchievement: YOLO

Achievements

Achievement: Pull SharkAchievement: Pair ExtraordinaireAchievement: YOLO

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  1. bonus-certificate-bates-pricing bonus-certificate-bates-pricing Public

    Pricing and delta-hedging a Bonus Certificate under the Bates model (FFT calibration + Monte Carlo), MATLAB

    MATLAB

  2. motor-insurance-pricing-glm-gam motor-insurance-pricing-glm-gam Public

    Motor insurance technical tariff with GLM/GAM frequency-severity models and spatial effects, R

    R

  3. norway-mortality-lee-carter norway-mortality-lee-carter Public

    Lee-Carter mortality modelling and projection for Norway, including COVID-19 excess mortality, R

    R

  4. stochastic-pension-projection stochastic-pension-projection Public

    Stochastic projection of pension benefits with portfolio simulation and stress testing, R

    R

  5. structured-products-pricing structured-products-pricing Public

    Pricing a partially principal-protected note and an ATM digital on MCD stock, R

    R