Risk Analytics Lab

The Risk Analytics Lab at Macquarie University is a cross-disciplinary research team collaborating with academia and industry on innovative risk analytics solutions across several domains: finance, economics, energy, insurance, demography, superannuation and environmental finance.

On this page you will find a collection of online calculators from different research projects. Please visit the main Risk Analytics Lab webpage at Macquarie University for more information.

Optimal decisions in retirement

Test how you should act optimally with respect to consumption, risky investments and housing decisions in retirement in an uncertain future. Just enter your risk preferences, age and wealth level.

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Variable annuity pricing

Example implementation of our efficient solution algorithm for variable annuity pricing. Includes four different versions of the GMxB types and also a Capital Protection variable annuity.

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Bermudan option pricing

Price Bermudan options with the binomial or Least-Squares Monte Carlo method.

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American options pricing

Price American options with finite difference method.

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Asian option pricing

Price Asian options with finite difference method.

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TARN option pricing

Price Target Accumulation Redemption Note options with finite difference method

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Window Barrier option pricing

Price Window Barrier options with finite difference method.

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Lee-Carter Mortality forecasting

Predict mortality rates for various regions based on the Lee-Carter model.

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