ChainLadder API Reference
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ChainLadder.LossDevelopmentFactor
ChainLadder.age_to_age
ChainLadder.latest_diagonal
ChainLadder.linkratio
ChainLadder.outstanding_loss
ChainLadder.square
ChainLadder.square
ChainLadder.total_loss
ChainLadder.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.