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