Operational risk Monte Carlo (Poisson/Lognormal) for collision losses—methods, R code, and 99.9% capital estimate.
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Updated
Sep 20, 2025
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capital-modeling
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Portfolio Monte Carlo: aggregate simulation, Iman-Conover dependence, reinsurance layers, VaR/TVaR with bootstrap error.
python insurance monte-carlo var portfolio-simulation reinsurance actuarial stochastic-modeling actuarial-science risk-measures tvar capital-modeling risk-simulation aggregate-loss
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Jul 14, 2026 - Python
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