most citeddirepack: A Python 3 package for state-of-the-art statistical dimension reduction methods

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stat.AP2022

mCube: Multinomial Micro-level reserving Model

Emmanuel Jordy Menvouta, Jolien Ponnet, Robin Van Oirbeek +1

This paper presents a multinomial multi-state micro-level reserving model, denoted mCube. We propose a unified framework for modelling the time and the payment process for IBNR and…