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Mack's model is a Glm !

Which actuary does not know about Mack’s model ? Due to Mack (1991), this model is fairly simple. Suppose you have a triangle. Ok seeing the origin dates of claims, thoose data are old.
Aug 18, 2018 9 min read R, Non-life Reserving

Around the Hull-White short-rate model

Après avoir rappelé la dynamique du taux court, sa solution dans le modèle Vasicek, ainsi quelques considérations à propos des …
Apr 30, 2017 11 min read models, project