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CLFM Variability #23

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rajesh06 opened this issue Aug 27, 2016 · 1 comment
Open

CLFM Variability #23

rajesh06 opened this issue Aug 27, 2016 · 1 comment

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@rajesh06
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Do you plan on implementing the variability calculations from Section 4.2 of the CLFM paper in this package?
@chiefmurph
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Most of that calculation is already built in to the package, if you only know how to get it! (The psi function is not yet implemented.) Here is an article I posted to my blog about CLFM with ChainLadder:
http://trinostics.blogspot.com/2013/07/implementing-clfm-with-chainladder.html
Does this give you most of what you are looking for? If you would like to see the psi function implemented, please let me know. Thanks for your interest in ChainLadder!

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@rajesh06 @chiefmurph