Has anyone implemented the chain ladder method via SQL ?

Question

Hello All,

Has anyone implemented the chain ladder method via SQL ?
It's a method used in actuarial science.

Answer 1

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?

Answer 2

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.