https://github.com/agi-lab/reserving-multivariate-evolutionary-glm

A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
https://github.com/agi-lab/reserving-multivariate-evolutionary-glm

actuarial claims evolutionary glm multivariate outstanding reserving

Last synced: 4 months ago
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A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

• Host: GitHub
• URL: https://github.com/agi-lab/reserving-multivariate-evolutionary-glm
• Owner: agi-lab
• License: gpl-3.0
• Created: 2019-06-10T01:22:52.000Z (almost 6 years ago)
• Default Branch: master
• Last Pushed: 2019-06-10T01:50:28.000Z (almost 6 years ago)
• Last Synced: 2024-08-13T07:03:40.267Z (8 months ago)
• Topics: actuarial, claims, evolutionary, glm, multivariate, outstanding, reserving
• Homepage:
• Size: 15.6 KB
• Stars: 4
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

This repository will combine R codes of the abovementioned new reserving technique.

Co-authors: Benjamin Avanzi, Greg Taylor, Phuong Anh Vu, Bernard Wong