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Published 20 hours ago • verified publisher icon casact

ELRF support for Development estimator

Open jbogaardt opened this issue 3 years ago • 0 comments

Barnett and Zehnwirth refer to the Development estimator setup as the Extended Link Ratio Family (ELRF). There are parts of the framework that are missing from chainladder. Specifically, the ability to have an intercept (as described by Murphy) in addition to OR in lieu of the slope parameters.

jbogaardt avatar Mar 08 '21 01:03 jbogaardt