actuarial

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All Matlab algorithms published by Open Source Modelling in one place.

n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix.

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.

Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

finance algorithm insurance interpolation matlab actuarial risk-management extrapolation solvency-ii smith-wilson

Resampling procedure for weakly dependent stationary observations.

time algorithm time-series matlab resampling actuarial risk-management resampling-methods stationarity

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