Research

Technical Reviews and Actuarial Analysis

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.

Life Insurance Cash Flow Projection and Reserve Sensitivity in R

Life Insurance

Actuarial Modelling

Valuation

IFRS 17

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

Jun 24, 2026

Markov Chain Modelling of No-Claims Discount Systems

Stochastic Processes

Actuarial Modelling

General Insurance

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

Jun 20, 2026

Categories

Overview

Life Insurance Cash Flow Projection and Reserve Sensitivity in R

Markov Chain Modelling of No-Claims Discount Systems