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Software development

R packages

I have a good experience developing software, in particular in the last decade I worked several projects employing R and Python, as result I created some packages and libraries.
  1. mau An R package for design and test of multi-criteria decision models employing Multi-Attribute Utility Theory (MAUT).
  2. KRIG An R package implemented with Rcpp and RcppArmadillo. Spatial statistics methods all based on Kriging. It includes functional analysis of variance (FANOVA).
  3. CFINI An R package currently under development, implemented with Rcpp. It will provide different computational finance algorithms. As novelty this package includes a pricing method with n-ary trees.

C++ libraries

  1. CAG Basic algebraic geometry template library developed with C++ based complete on the standard library.
  2. KRIGA Elementary C++ kringing library implemented over the Global Arrays library (currently outdated).

Others

  1. Risko NIC19 a complete project for the estimation of reserves for employee benefits under the prescription of the International Accounting Standards IAS19.
  2. Risko A package with different actuarial tools, parallel simulation of continuous Markov processes, premium estimation of individual and collective risk models and reserves computations.