Hey everyone,

This is my first post and I don t really know how am I supposed to ask and
 get/give answers back. I guess I ll just go ahead and spit it out.

Is there an R code or package that tests for the hypothesis of
the stochastic version of Chain Ladder (Mack Model) that is :

1-  Independence between the charges (Ci,j) and (Ci',j)  in the whole
triangle
2-  Conditional linear relation between  E(Ci,j+1)= L * Ci,j in the whole
triangle

There is a sketch of tests in Piterbois et Al.(2002) that i
have developed in Excel but I would feel much more comfortable in doing it
with R.

Thanks,

Fabio

	[[alternative HTML version deleted]]

