Thanks a lot for your answers.

I checked your ChainLadder package and found it very useful, nice work!

Here's the paper I cited before, I guess they only have  have a french
version ....  anyway the hypothesis testing are presented in Part 2.5

http://www.securare.com/secura/pdf/nopeer/De%20Longueville%5B2%5D.pdf

(if not working look for "Etude de techniques IBNR modernes" at Google
Scholar.

Greetings




2011/8/4 Gesmann, Markus <Markus.Gesmann@lloyds.com>

> Hi Fabio,
>
> Welcome to R-sig-insurance!
>
> Please register to this newsgroup on
> https://stat.ethz.ch/mailman/listinfo/r-sig-insurance, as this will allow
> you to post to this list without waiting for an administrator (such as me)
> to approve your email.
>
> Anyhow, coming back to your question: the ChainLadder R package (
> http://code.google.com/p/chainladder/) provides you with an implementation
> of the Mack model and diagnostic residuals plots.
>
> It would be helpful if you could provide a link to the paper you cited
> below.
>
> I hope this helps.
>
> Kind regards
>
> Markus
>
> -----Original Message-----
> From: r-sig-insurance-bounces@r-project.org [mailto:
> r-sig-insurance-bounces@r-project.org] On Behalf Of Fabio CASTANEDA
> Sent: 04 August 2011 16:22
> To: r-sig-insurance@r-project.org
> Subject: [R-sig-ins] Mack Hypothesis
>
> 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
>
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