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When two origin periods are at the same age, the statistics are calculated but the recursive generation at future ages fails due to incorrect looping logic. Here is a 3x3 example from GenIns:
Origin year 9 loses its standard error and origin years 10 and 11 should be the same.
The ability to handle rows at the same age is important when analyzing origins broken down into more detail. I will work on a solution that incorporates ChainLadder's GetLatestCumulative function.
The text was updated successfully, but these errors were encountered:
When two origin periods are at the same age, the statistics are calculated but the recursive generation at future ages fails due to incorrect looping logic. Here is a 3x3 example from GenIns:
Now duplicate the last row:
Origin year 9 loses its standard error and origin years 10 and 11 should be the same.
The ability to handle rows at the same age is important when analyzing origins broken down into more detail. I will work on a solution that incorporates ChainLadder's GetLatestCumulative function.
The text was updated successfully, but these errors were encountered: