Ntando Sithole
  • Home
  • Resume
  • Research
  • Contact
Categories
All (2)
Actuarial Modelling (2)
General Insurance (1)
IFRS 17 (1)
Life Insurance (1)
R (2)
Stochastic Processes (1)
Valuation (1)

Research

Technical Reviews and Actuarial Analysis

Reproducible technical reviews by Ntando Sithole in actuarial modelling, insurance analytics and statistical computing, implemented in R.

Overview

This section presents reproducible technical work in actuarial modelling, stochastic processes, insurance analytics, and statistical computing. Each article focuses on the practical interpretation of a model alongside its mathematical and computational implementation.

The examples use synthetic assumptions and are intended as educational technical reviews. They are not production IFRS 17, SAM or MCEV valuation models.

Abstract life insurance reserve modelling graphic with a shield, cash-flow bars, and reserve curve

Life Insurance Cash Flow Projection and Reserve Sensitivity in R

Life Insurance
Actuarial Modelling
Valuation
IFRS 17
R

A reproducible R model for term assurance cash flows, level premiums, prospective reserves, and sensitivity testing under synthetic mortality assumptions.

24 Jun 2026
8 min
Abstract transition paths connecting four no-claims discount classes

Markov Chain Modelling of No-Claims Discount Systems

Stochastic Processes
Actuarial Modelling
General Insurance
R

A reproducible R framework for projecting rating-class migration, premium income, and the long-run portfolio mix of a no-claims discount system.

20 Jun 2026
8 min
No matching items
Back to top

© 2026 Ntando Sithole

  • Contact

Built with Quarto