Volume-weighted CHL factors with weight at the current column
Source:R/chain-ladder.R
create_chl_coefs_weighted_future.RdVariant of create_chl_coefs_weighted() that uses trg_weight[, j]
instead of trg_weight[, j - 1], i.e. the weight evaluated at the
developed (forward-looking) column.
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().