berquist: Create list for Berquist-Sherman incremental severity model
In rmsharp/stochasticreserver: Flexible Framework for Stochastic Reserving Models

g - Assumed loss emergence model, a function of the parameters a. Note g must be matrix-valued with size rows and size columns

1	berquist(B0, paid_to_date, upper_triangle_mask)

`B0`	development triangle
`paid_to_date`	numeric vector of length `size`. It is the lower diagnal of the development triangle in row order. It represents the amount paid to date.
`upper_triangle_mask`	is a mask matrix of allowable data, upper triangular assuming same development increments as exposure increments

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 the Berquist-Sherman incremental severity model

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