Description Objects from the Class Slots Extends Methods Author(s) See Also Examples

"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 *Σ_{B_k}*, and different methods of `Mse`

and `predict`

will be dispatched according to these classes.

"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.

`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"`

"MCLFit" and "GMCLFit" extends class `"MultiChainLadderFit"`

, directly.

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".

Wayne Zhang actuary_zhang@hotmail.com

See also `Mse`

.

1 | ```
showClass("MultiChainLadderFit")
``` |

ChainLadder documentation built on May 29, 2017, 2:08 p.m.

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