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  1. CDRboot CDRboot Public

    One-year reserve risk (CDR) under Solvency II — Tweedie GLM + double bootstrap (R)

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  2. mtpl-loss-model mtpl-loss-model Public

    MTPL aggregate loss distribution — frequency-severity Monte Carlo, VaR/TVaR 99.5% (Python)

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  3. EDA-GLM-RF-XGB EDA-GLM-RF-XGB Public

    Motor claim frequency — GLM vs Random Forest vs XGBoost with calibration & validation (Python)

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  4. philippehardydata philippehardydata Public

    Actuarial & quantitative risk portfolio — non-life insurance (GLM, Monte Carlo, Solvency II)