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clark2dt
2010 Nov 13
0
Clark method enhancement to ChainLadder package
...ommendation, the option is selected to fit the growth function to
the average date of loss of each accident year (a.k.a., year of origin). The
demo output consists of two displays: the table of expected values, standard
errors and CV's as on page 65 of the paper, and four residual plots.
Type ?ClarkLDF and ?ClarkCapeCod for help on running Clark's two methods.
Please contact the author, Daniel Murphy at chiefmurph _at_ yahoo.com, with
questions, suggestions, ideas or problems.
If anyone is interested in collaborating to develop additional ChainLadder
package functionality, do not hesitate...