https://github.com/casact/ef-yield-curve-generators

https://github.com/casact/ef-yield-curve-generators

actuarial financial-analysis

Last synced: 3 months ago
JSON representation

• Host: GitHub
• URL: https://github.com/casact/ef-yield-curve-generators
• Owner: casact
• License: mpl-2.0
• Created: 2019-10-31T19:27:40.000Z (about 5 years ago)
• Default Branch: master
• Last Pushed: 2019-11-01T18:09:50.000Z (about 5 years ago)
• Last Synced: 2024-06-17T21:52:37.360Z (5 months ago)
• Topics: actuarial, financial-analysis
• Language: Stan
• Size: 26.4 KB
• Stars: 3
• Watchers: 3
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

• jimsghstars - casact/ef-yield-curve-generators - (Stan)

README

        
This repository contains code associated with the paper "Building and Testing Yield Curve Generators for P&C Insurance". This paper will soon appear in the Casualty Actuarial Society's [E-Forum](https://www.casact.org/pubs/forum/) publication.