These will live in the adjustments/ folder, since they modify triangles and development factors, but are not themselves development methods.
The modified triangle can get passed to other methods like chainladder, etc.
This issue covers the creation of:
- LEV estimator to calculate limited expected value triangle, given a set of severity means
- Sahasrabuddhe estimator that can:
- Restate a triangle from one layer to another layer at a particular year's cost level
- Restate a set of development factors from one layer to another layer at a particular year's cost level
- Unit tests
These will live in the
adjustments/folder, since they modify triangles and development factors, but are not themselves development methods.The modified triangle can get passed to other methods like chainladder, etc.
This issue covers the creation of: