Multidimensional Mack Chain Ladder Support

[tyler-corcoran]

The mack chain ladder method not useable with multidimensional triangles.

I'd like to be feed a single triangle into the mack chain ladder methods for analysis on a portfolio.

The only solution I've found is to slice the dataset by the individual indexes and run the methods and then aggregate all of the results into a combined dataframe. This can extensive if done manually for all possible indexes in my case, or I'd need the use of a function to iterate the job for each index.

Multidimensional support for all of the stochastic development methods is helpful.