A Bayesian time series loss development model. Features include skewed-t distribution with time-varying scale parameter, Reversible Jump MCMC for determining the functional form of the consumption path, and a structural break in this path.

• Development Status: 4 - Beta
• Environment: Console (Text Based)
• License: GNU General Public License (GPL)
• Natural Language: English
• Operating System: Windows
• Programming Language: C/C++, R
• Topic: Specific Model Fitting

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