https://github.com/problemofpoints/advanced-reserve-methods

Examples of bayesian MCMC loss reserving methods
https://github.com/problemofpoints/advanced-reserve-methods

Last synced: 5 months ago
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Examples of bayesian MCMC loss reserving methods

• Host: GitHub
• URL: https://github.com/problemofpoints/advanced-reserve-methods
• Owner: problemofpoints
• Created: 2019-09-18T20:36:50.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2020-01-03T21:57:43.000Z (over 5 years ago)
• Last Synced: 2024-08-13T07:12:54.664Z (8 months ago)
• Language: R
• Homepage:
• Size: 6.95 MB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        

# advanced-reserve-methods

Explore and replicate Glenn Meyers's advanced loss reserve method results (Bayesian MCMC).

[A Case Study Using Bayesian MCMC Stochastic Loss Reserve Models](https://www.casact.org/pubs/forum/19sumforumv2/04Meyers_LL-Case-Study.pdf)

[Stochastic Loss Reserving Using Bayesian MCMC Models (2nd edition)](https://www.casact.org/pubs/monographs/index.cfm?fa=meyers-monograph08)