Tools for creating and working with aggregate probability distributions.
This repository belongs to the paper "Reliability and Latency Analysis for Wireless Communication Systems with a Secret-Key Budget" (K.-L. Besser, R. F. Schaefer, H. V. Poor, IEEE Transactions on Communications, vol. 72, no. 2, pp. 1033-1044, Feb. 2024).
Risk analysis of an insurance company through Monte Carlo Simulations and analytical fornulas
Here you can find a Rcodes and Bibliography related to a risk theory appliaction using Ruin Theory, Colective Risk Model, and Ruin Probabilities.
This actuarial project models accident severity using Maximum Likelihood Estimation with Gamma and Burr distributions on truncated claims data. It also performs solvency analysis via ruin theory, determining the adjustment coefficient in the Cramér-Lundberg model.
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