Create list for Kramer Chain Ladder parmaterization model g - Assumed loss emergence model, a function of the parameters a. Note g must be matrix-valued with size rows and size columns g itself Basic design is for g to be a function of a single parameter vector, however in the simulations it is necessary to work on a matrix of parameters, one row for each simulated parameter, so g_obj must be flexible enough to handle both. Here g_obj is nonlinear and based on the Kramer Chain Ladder parmaterization
1 |
B0 |
development triangle |
paid_to_date |
numeric vector of length |
upper_triangle_mask |
is a mask matrix of allowable data, upper triangular assuming same development increments as exposure increments |
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