MultiChainLadderFit-class: Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance

Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

Description

"MultiChainLadderFit" is a virtual class for the fitted models in the multivariate chain ladder reserving framework, "MCLFit" is a result from the interal call .FitMCL to store results in model MCL and "GMCLFit" is a result from the interal call .FitGMCL to store results in model GMCL. The two classes "MCLFit" and "GMCLFit" differ only in the presentation of B_k and \Sigma_{B_k}, and different methods of Mse and predict will be dispatched according to these classes.

Objects from the Class

"MultiChainLadderFit" is a virtual Class: No objects may be created from it. For "MCLFit" and "GMCLFit", objects can be created by calls of the form new("MCLFit", ...) and new("GMCLFit", ...) respectively.

Slots

Triangles:

Object of class "triangles"

models:

Object of class "list"

B:

Object of class "list"

Bcov:

Object of class "list"

ecov:

Object of class "list"

fit.method:

Object of class "character"

delta:

Object of class "numeric"

int:

Object of class "NullNum"

restrict.regMat:

Object of class "NullList"

Extends

"MCLFit" and "GMCLFit" extends class "MultiChainLadderFit", directly.

Methods

No methods defined with class "MultiChainLadderFit" in the signature.

For "MCLFit", the following methods are defined:

Mse

signature(ModelFit = "MCLFit", FullTriangles = "triangles"): Calculate Mse estimations.

predict

signature(object = "MCLFit"): Predict ultimate losses and complete the triangles. The output is an object of class "triangles".

For "GMCLFit", the following methods are defined:

Mse

signature(ModelFit = "GMCLFit", FullTriangles = "triangles"): Calculate Mse estimations.

predict

signature(object = "GMCLFit"): Predict ultimate losses and complete the triangles. The output is an object of class "triangles".

Author(s)

Wayne Zhang [e-mail]

See Also

See also Mse.

Examples

showClass("MultiChainLadderFit")

ChainLadder documentation built on Sept. 11, 2024, 8:35 p.m.