Volume-weighted CHL factors with an explicit weight triangle

Same idea as create_chl_coefs() but every cell is weighted by an arbitrary trg_weight matrix evaluated at the previous column (j - 1). Useful when the natural exposure differs from the cumulative triangle itself (e.g. paid claims weighted by exposure-as-of-prior-period).

Usage

create_chl_coefs_weighted(cum_trg, trg_weight, chl_length = "full")

Arguments

cum_trg

Cumulative triangle.

trg_weight

Weight matrix of the same shape as cum_trg.

chl_length

As in create_chl_coefs().

Value

A data.frame analogous to the output of create_chl_coefs().