Description:

mangoact 0.0.0

Introduction
Donald Mango (1963 - 2022) was an actuary who made several notable contributions to the actuarial profession. Aspring candidates will recognize his name as he was the author of several papers that are part of the examinations that must be taken to achieve fellowsihp.
Mango is a Python package that aims to implement his ideas from the papers he wrote throughout his career.
Papers

Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness
Applying Actuarial Techniques in Operational Risk Modeling
Insurance Capital as a Shared Asset
A Method of Implementing Myers-Read Capital Allocation in Simulation
Capital Consumption: An Alternative Methodology for Pricing Reinsurance
A Risk Charge Calculation Based on Conditional Probability
Dependence Models and the Portfolio Effect
Capital Adequacy and Allocation Using Dynamic Financial Analysis
Two Alternative Methods for Calculating the Unallocated Loss Adjustment Expense Reserve
Risk Load and the Default Rate of Surplus
Random Number Generation Using Low Discrepancy Points
The Concentration Charge: Reflecting Catastrophe Exposure Accumulation in Rates
An Application of Game Theory: Property Catastrophe Risk Load

License

For personal and professional use. You cannot resell or redistribute these repositories in their original state.

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