ChainLadder icon indicating copy to clipboard operation
ChainLadder copied to clipboard

Published 20 hours ago • verified publisher icon mages

CLFM Variability

Open rajesh06 opened this issue 8 years ago • 1 comments

Do you plan on implementing the variability calculations from Section 4.2 of the CLFM paper in this package?

rajesh06 avatar Aug 27 '16 04:08 rajesh06

Most of that calculation is already built in to the package, if you only know how to get it! (The psi function is not yet implemented.) Here is an article I posted to my blog about CLFM with ChainLadder: http://trinostics.blogspot.com/2013/07/implementing-clfm-with-chainladder.html Does this give you most of what you are looking for? If you would like to see the psi function implemented, please let me know. Thanks for your interest in ChainLadder!

chiefmurph avatar Aug 27 '16 17:08 chiefmurph