View source: R/Plot.cashflow.R
Plot.cashflow | R Documentation |
Provide histograms and boxplots of the RBNS, IBNR and total(=RBNS+IBNR) cashflows. The boxplots corresponds to the distribution of the outstanding liabities in the future calendar periods. The histograms show the distribution of the reserve (overall total).
Plot.cashflow( cashflow )
cashflow |
A list object returned by the function |
The cashflow should be derived by specifying the parameter summ.by="diag"
in the function dcl.boot
or dcl.boot.prior
.
No returned value.
M.D. Martinez-Miranda, J.P. Nielsen and R. Verrall
Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2012) Double Chain Ladder. Astin Bulletin, 42/1, 59-76.
Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2013) Double Chain Ladder and Bornhuetter-Ferguson. North Americal Actuarial Journal, 17(2), 101-113.
Martinez-Miranda, M.D., Nielsen, J.P., Verrall, R. and Wuthrich, M.V. (2013) Double Chain Ladder, Claims Development Inflation and Zero Claims. Scandinavian Actuarial Journal. In press.
dcl.boot
, dcl.boot.prior
, dcl.estimation
# Results described in the data application by Martinez-Miranda, Nielsen and Verrall (2012) data(NtriangleDCL) data(XtriangleDCL) # Estimation of the DCL parameters est<-dcl.estimation(XtriangleDCL,NtriangleDCL) # Full cashflow considering the tail (only variance process) # Below only B=200 simulations for a fast example boot1<-dcl.boot(dcl.par=est,Ntriangle=NtriangleDCL,boot.type=1,B=200) Plot.cashflow(boot1)
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