When Chain-Ladder Factors Misbehave: Smoothing Reserves with Polars and Whittaker-Henderson

R-bloggers 2026-09-24

Summary:

Chain-Ladder reserving in polars, validated against R and Whittaker-Henderson smoothing for a difficult development pattern.
Continue reading: When Chain-Ladder Factors Misbehave: Smoothing Reserves with Polars and Whittaker-Henderson

Link:

https://www.r-bloggers.com/2026/09/when-chain-ladder-factors-misbehave-smoothing-reserves-with-polars-and-whittaker-henderson/

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Authors:

Christian Lorentzen

Date tagged:

09/24/2026, 04:47

Date published:

09/20/2026, 23:00