Oskar Laverny
Oskar Laverny
Home
Publications
Talks
Teaching
Posts
Experiences
Light
Dark
Automatic
Computations
A R package for Multi-boot Mack chain-ladder: mbmcl
`mbmcl` is a simple package that implements a one-year bootstrap in the Braun model, with extension to a mutli-year reserving cases (french decenial insurance).
Estimation of some specific life reserve (R + markdown)
Some code do estimate a PDD in certain solvency II settings, corresponding to a Numerical technics exemple in insurence.
Cite
×