Repository for the paper Applications of Gaussian Process Regression Models in Claims Reserving. Here a brief description of the files and folders:
Code - Contains the main utility functions used in the analysis.
Full_Run - Contains the codes to perform the analysis on all of the triangles available.
Grid_Search - Contains the codes to perform the grid search procedure on the candidate hyperparameters.
Single_Run - Contains the codes to perform the analysis on the triangle chosen.
Stan - Contains the stan code and the relative utility functions used in the analysis. This folder contains all the parameters and functions to run the Process. An example of parameters is also provided.
