https://github.com/Giulioc92/OneYearCorrelatedChainLadder

These are the codes behind the paper "A Bayesian internal model for reserve risk: an extension of the correlated Chain Ladder" published on MDPI Risks.
https://github.com/Giulioc92/OneYearCorrelatedChainLadder

claims-reserving risk-modelling

Last synced: 9 days ago
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These are the codes behind the paper "A Bayesian internal model for reserve risk: an extension of the correlated Chain Ladder" published on MDPI Risks.

• Host: GitHub
• URL: https://github.com/Giulioc92/OneYearCorrelatedChainLadder
• Owner: Giulioc92
• Created: 2019-01-26T19:42:10.000Z (almost 6 years ago)
• Default Branch: master
• Last Pushed: 2020-12-09T17:18:23.000Z (about 4 years ago)
• Last Synced: 2024-08-13T07:11:26.326Z (4 months ago)
• Topics: claims-reserving, risk-modelling
• Language: R
• Homepage:
• Size: 194 MB
• Stars: 3
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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• jimsghstars - Giulioc92/OneYearCorrelatedChainLadder - These are the codes behind the paper "A Bayesian internal model for reserve risk: an extension of the correlated Chain Ladder" published on MDPI Risks. (R)