kernels.fit_mack()

Fit the distribution-free chain ladder on a single-cohort Triangle.

Usage

Source

kernels.fit_mack(
    triangle, *, loss_field="paid_loss", as_of=None, sigma_rule="mack"
)

as_of slices the backtest diagonal first (the training window); the triangle must hold exactly one segment combination. sigma_rule selects how the last development step’s variance is estimated - see _estimate_factors.