This repository is a small program which computes the IBNR charge and SCR from aggregated data using the Mack ChainLadder model.
For the SCR, it can use the Mack model or the Boostrap.
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pgmsolutions/pgm-mack-chainladder
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An RPGM program which, from aggregated data, computes the Mack-ChainLadder projection and the risk associated from Mack and the Bootstrap
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