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JuliaActuary / ChainLadder.jl

Alpha status - not ready for use
MIT License
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Implement development interface #7

Open alecloudenback opened 3 years ago

alecloudenback commented 3 years ago

Plan: leverage MLJ. Follow this explanation while prototyping interface: https://github.com/JuliaActuary/ChainLadder.jl/pull/6#issue-559705042

alecloudenback commented 2 years ago

current iteration which works for the LossDevelopmentFactor sub-model: 

abstract type LossDevelopment end

"""
Fill in, or "square" the triangle with a fitted model.
"""
function square(t::ClaimsTriangle,fit)
    # TODO

end

function total_loss(t::ClaimsTriangle,fit)

    # sum the ultimate claims
   return sum(square(t,fit)[:,end])
end