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  1. insurance-capital-model insurance-capital-model Public

    A simplified multi-line insurance capital model in Python that simulates underwriting losses across Motor, Property and Liability, estimates VaR and TVaR, measures diversification benefit, and test…

    Python

  2. mortality-longevity-analysis mortality-longevity-analysis Public

    mortality-longevity-analysis

    Python

  3. model-risk-validation-lab model-risk-validation-lab Public

    Model risk validation project using a real credit default dataset, with champion vs challenger models, PSI monitoring and stress testing.

    Python