Pinned Repositories
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.
GaussianProcesses
Giulioc92's Repositories
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.