clmplus - Tool-Box of Chain Ladder Plus Models
Implementation of the age-period-cohort models for the claim development presented in the manuscript 'Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle' <doi:10.48550/arXiv.2301.03858>.
Last updated 20 days ago
age-period-cohort-modelsinsurancenon-lifereserving
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