IndepMack93: Mack93 independence

Description Usage Arguments Details Value Examples

View source: R/IndepMack93.R

Description

IndepMack93 test the hypothesis of the independence of the development factors across calendar years.

Usage

1
IndepMack93(triangle, range = 0.95)

Arguments

triangle

Cumulated triangle as a matrix

range

Range used for hypothesis testing.

Details

Implementation of the technique for error estimation developed by Mack in its 1993 article "MEASURING THE VARIABILITY OF CHAIN LADDER RESERVE ESTIMATES"

Value

A list containing the following objects:

Examples

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ArnaudBu/ReservingLad documentation built on Sept. 21, 2021, 1:19 p.m.