Closed ben519 closed 8 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
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.
Thanks for your pull request.
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