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base repository: mages/ChainLadder
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head repository: 00mathieu/ChainLadder
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  • 2 commits
  • 2 files changed
  • 1 contributor

Commits on May 21, 2015

  1. Update Triangles.R

    Changed from ncol to nrow when defining the 'upper' triangle. This is because if triangle has more rows than cols, then the na.rm=TRUE part of code will delete entries of triangle to the right of where it "thinks" the diagonal is. 
    
    ie it doesn't correctly identify diagonal when triangle has more rows than columns
    00mathieu committed May 21, 2015
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    8f54e93 View commit details
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Commits on May 22, 2015

  1. Update BootstrapReserve.R

    changed the check of whether nrow is greater than ncol from != to <. Without this, BootChainLadder will stop if the triangle doesn't have the same nrow as ncol. Condition should be that nrow <= ncol.
    00mathieu committed May 22, 2015
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    1309844 View commit details
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