Published July 24, 2026
| Version 1.0.0
Software
Open
Reproducibility package for "Finite-horizon aggregate losses from synchronized Gamma-delay branching clusters: a timing model risk hidden from mean development triangles"
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
Files
(3.0 MB)
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md5:46bbcbebc9cf27e4d0fe3e9dd7f378d2
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