- Clone the repo
- Devcontainer Rebuild the container
- If this is the first time launching the container in a new folder, then need to change directory to lib/vscode-R, open R in the directory, renv should ask you to restore the libraries (languageserver, httpgd) for autocomplete and plotting
- Reload VSCode for the setup to take effect
In the scripts folder, we have several models:
- Correlated ChainLadder (Incurred)
- Changing Settlement Rate (Paid)
- Hierarchical Growth Curve (Paid)
- By LOB, UW Dates
- Compartmental Models
- Multiple Versions of Compartmental Models
- Model Comparison using Bayesian LOO
- Stacking Weight for optimal model
- Backtesting
- Quarterly review starting in 2020-Q1
- 2020 - 2023 Q4 = 16 snapshot
- Also show error metrics
- Parameters
- Best Estimate Reserve Credible Interval