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#data science Open access

Reproducibility package for "Payment Timing and Cash-Flow Ruin under Fixed Incurred Liabilities"

Oct 2026 · Zenodo (CERN European Organization for Nuclear Research)
Probability and Risk Models

Abstract

Code, tests, locked environment, machine-readable results, manuscript and supplement sources, figures and tables for “Payment Timing and Cash-Flow Ruin under Fixed Incurred Liabilities” (submitted to the Annals of Actuarial Science). A single staged pipeline (`code/reproduce.py`, Python 3.12.10 with an exact package lock) regenerates every figure, table and reported number and records source and output hashes in `code/run_manifest.json`. No external data are used. Version 1.2.0 matches the submitted manuscript. Relative to 1.1.2 the manuscript was restructured and its literature positioning revised; the solver now reports the actual last grid node in its right-truncation diagnostic. All reported probabilities and premium rates are unchanged; this release contains a fresh full-profile run.

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