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abc-party

actuarialorthogonalpolynomials

approxbayes.jl

Approximate Bayesian Computation (ABC) algorithms for likelihood free inference in julia

approxbayescomp

[Python Package] Approximate Bayesian Computation

approxbayescomp-r

arrayfire

ArrayFire: a general purpose GPU library.

catastrophe-reinsurance-pricing-compound-point-process

chrome.dart

Provide Dart interop with chrome.* APIs for Chrome Packaged Apps

cookbook

Data and analytics cookbook for actuaries

cppabc

A C++ Approximate Bayesian Computation experiment (ABC-SMC)

deeplearningforactuaries

The lecture slides from my recent "Deep Learning for Actuaries" courses (coded ACTL3143 & ACTL5111) at UNSW.

edm-strasbourg

edm-tsf2022

EDM slides for my talk at the Time Series Forecasting Symposium 2022

eikon-downloader

empht.jl

[Julia Package] Fitting Phase-Type Distributions using an EM Algorithm

exact-simulation-of-extrinsic-stress-release-processes

hawkes

hawkesbook

[Python Package] Code from 'The Elements of Hawkes Processes' Book

mapfit

A Tool for parameter estimation of phase-type distribution and Markovian arrival process on R

pat-laub.github.io

phasetypelifeinsurance

Online accompaniment for "Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits"

phd-thesis

polarraretailapproximation

Online accompaniment for "Rare tail approximation using asymptotics and L1 polar coordinates"

pub

Attempting to remove pub's dependency on dart:io and instead use chrome APIs.

pushoutdensityestimation

Source code and supplementary material for "Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables"

pyabc

distributed, likelihood-free inference

quarto-cli

Open-source scientific and technical publishing system built on Pandoc.

rare-events

A Short Course on Rare Event Simulation Algorithms

raremaxima

seasonalcusum