A One-year Correlated Chain Ladder compliant with Solvency II guidelines

These are the codes behind my work (spin-off of my dissertation) about the one year adaptation of the correlated Chain Ladder and behind the paper "A bayesian internal model for reserve risk: an extension of the Correlated Chain Ladder" published on MDPI Risks and available at the link: https://www.mdpi.com/2227-9091/8/4/125

By following the indicated steps is possible to produce a predictive distribution of the next year obligations that is possible to use as an internal model for reserve risk under Solvency II regulation.