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mages / ChainLadder

Claims reserving models in R
https://mages.github.io/ChainLadder/
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Modify documentation to make the weights parameter of chainladder more clear #5

Closed ben519 closed 8 years ago

ben519 commented 9 years ago

In the chainladder() method, it was unclear to me how the weights matrix would be applied. I mistakenly assumed that the weight W{i,j+1} corresponded to the age-to-age factor given by C{i,j+1}/C{i,j}. Turns out the weight W{i,j} corresponds to that factor.

Didn't see any mention of this in the documentation. Would be nice to include it so others don't make the same mistake I did.

Thanks

mages commented 9 years ago

Please make a pull request on the file it self with your suggestion. I thought the details section clarifies how the weights will be applied. Thanks

ben519 commented 9 years ago

I read through the details section. To me it still seems ambiguous how the weights in W could be applied. I'll work on that pull request this weekend.

mages commented 8 years ago

Thanks for your pull request.