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Modeling ALAE Using Copulas
Greg McNulty (FCAS), a member of the CAS Open Source Software Committee, wrote the paper Modeling ALAE Using Copulas on that committee's blog site. With McNulty's generous consent, the R code included with his paper has been uploaded to this github site. The idea is to help actuaries learn about and work with the ideas actualized through Greg's code.
The first goal: create a shiny app that runs McNulty's algorithms and reproduces his results.
Clone this repository on your local computer. Perhaps the easiest way to do that is via RStudio, a third-party interface to R. However, for git I predominently use Github Desktop because
- it implements an important and powerful workflow,
branching,
one of
git's strengths, and - its maintainers have been very responsive to my questions in the past.
If you only use this site as a source for ideas, no problem, the code is open source. In that case be courteous and give credit where credit is due, and enjoy.
Files on this site are being distributed under GPL 2.