B0: B0 is a 10 x 10 matrix representing the upper triangle of a...

Description Usage Format Source

Description

B0 is a 10 x 10 matrix representing the upper triangle of a actuarial development triangle used by Roger Hayne to illustrate the stochastic loss reserving software in

Usage

1

Format

A 10 x 10 numeric matrix

B0

Development triangle.

Source

"A Flexible Framework for Stochastic Reserving Models" found at http://www.variancejournal.org/issues/07-02/123.pdf


rmsharp/stochasticreserver documentation built on Nov. 5, 2019, 3:13 a.m.