Description Usage Arguments Details Value Author(s) References Examples
This calculates the link ratio function per the CLFM paper.
1 | LRfunction(x, y, delta)
|
x |
beginning value of loss during a development period |
y |
ending value of loss during a development period |
delta |
numeric |
Calculated the link ratios resulting from a chainladder model over a development period indexed by (possibly vector valued) real number delta. See formula (5) in the References.
A vector of link ratios.
Dan Murphy
Bardis, Majidi, Murphy. A Family of Chain-Ladder Factor Models for Selected Link Ratios. Variance. Pending. 2013. pp.tbd:tbd
1 2 3 4 |
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