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 a version of the Cape Cod model but with the restriction that the expected cumulative averge payments to date equal the actual average paid to date. Because of this restriction the incremental averages are expressed as a percentage times the expected ultimate by row. Formulae all assume a full, square development triangle.
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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