Published July 24, 2026 | Version 1.0.0

Reproducibility package for "Finite-horizon aggregate losses from synchronized Gamma-delay branching clusters: a timing model risk hidden from mean development triangles"

Authors/Creators

  • 1. Faculty of Economics and Business, University of Groningen

Description

Code, figures, machine-readable outputs, and manuscript source supporting the finite-horizon analysis of synchronized and independent sibling delays in branching claim clusters. The package reproduces the mean, second-factorial moment, portfolio-variance, calibration, phase-type approximation, and nonlinear probability-generating-function calculations reported in the paper.

Files

Wei_Zhu_IME_Gamma_Delay_Zenodo_v1.0.0.zip

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