agi-lab / reserving-multivariate-evolutionary-glm

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

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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

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

License:GNU General Public License v3.0