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Has anyone implemented the chain ladder method via SQL?

Has anyone impl开发者_开发技巧emented the chain ladder method via SQL ?

It's a method used in actuarial science.


Googling "chain ladder" SQL returns a white paper which discusses a Transitional State Chain-Ladder and shows a fair amount of SQL. Further down A Practical Introduction to Actuarial Data Quality Management provides discussion of the pitfalls of the various SQL query methods.

A more specific indication of what you are after would allow the community to provide a specific response. Are you looking for code examples or have you run into a specific problem? Do you simply wish to discuss mechanisms for solving the problem with SQL?


A long time ago I had to implement chain ladders in dBase IV. It's an array processing problem so I think SQL would be a bad fit.

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