Actuarial tail risk quantile/expectile regression for insurance pricing - TVaR, large loss loading, ILF curves, CatBoost

Haskell MVar TVar testing

tvar is a simple command-line tool written in C for storing and retrieving temporary variable data, such as the output of scans or scripts. All data is stored in /tmp/tvar.db and will be destroyed when the system is rebooted

Replicates and extends Joëts et al. (2016) on the nonlinear effects of macroeconomic uncertainty on commodity price volatility using a Threshold VAR framework with modern uncertainty proxies (VIX, JLN, CISS).