/reserving-MMNPP

Inference of counts using Markov-modulated non-homogeneous Poisson processes

Primary LanguageRGNU General Public License v3.0GPL-3.0

Inference of counts using Markov-modulated non-homogeneous Poisson processes

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

Co-authors: Benjamin Avanzi, Greg Taylor, Bernard Wong, Alan Xian