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[BUG] MackChainladder calculations not as expected #1093

Description

@henrydingliu

Are you on the latest chainladder version?

  • Yes, this bug occurs on the latest version.

Describe the bug in words

mackchainladder results changed after a fix to sigma_ in #952. it's not clear if mack_std_err_ was ever fully correct (may have been correct for simple only or volume only).

How can the bug be reproduced?

compare stable with main

this is stable
Image

this is main
Image

What is the expected behavior?

running mackchainladder on raa should return this table from the paper

Image

Would you be willing to contribute this ticket?

  • Yes, absolutely!
  • Yes, but I would like some help.
  • No.

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