ChainLadder API Reference
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ChainLadder.LossDevelopmentFactorChainLadder.age_to_ageChainLadder.latest_diagonalChainLadder.linkratioChainLadder.outstanding_lossChainLadder.squareChainLadder.squareChainLadder.total_lossChainLadder.valuation_date
ChainLadder.LossDevelopmentFactor — MethodLossDevelopmentFactor(t::ClaimsTriangle;tail=nothing)A development model using volume weighted age-to-age ratios of losses. Use log-ratios for the tail estimator unless user has specified a tail.
ChainLadder.age_to_age — Methodlinkratio(t::ClaimsTriangle)Return the age to age ratios for a given triangle.
ChainLadder.latest_diagonal — Methodlatest_diagonal(t::ClaimsTriangle)Return the last development value for each origin period.
ChainLadder.linkratio — Methodlinkratio(t::ClaimsTriangle)Return the link ratios for a given triangle.
ChainLadder.outstanding_loss — Methodoutstanding_loss(t::ClaimsTriangle, fit::LossDevelopmentFactor)The difference between the ultimate reported claims and the latest cumulative diagonal.
ChainLadder.square — MethodFill in, or "square" the triangle with a fitted model.
ChainLadder.square — MethodLossDevelopmentFactor(t::ClaimsTriangle, fit::LossDevelopmentFactor)"Square" the triangle, or predict the claims in the unobserved periods.
ChainLadder.total_loss — Methodtotal_loss(t::ClaimsTriangle, fit::LossDevelopmentFactor)Sum the ultimate cumulative claims.
ChainLadder.valuation_date — Methodvaluation_date(t::ClaimsTriangle)Return the last development index.