Plot.dcl.par: Plotting the estimated parameters in the DCL model
In DCL: Claims Reserving under the Double Chain Ladder Model

Plot.dcl.par

R Documentation

Plotting the estimated parameters in the DCL model

Description

Show a two by two plot with the estimated parameters in the Double Chain Ladder model

Usage

Plot.dcl.par( dcl.par , type.inflat = 'DCL' )

Arguments

`dcl.par`	A list object with the estimated parameters: the value returned by the functions `dcl.estimation`, `bdcl.estimation` or `idcl.estimation`.
`type.inflat`	Method used to estimate the inflation . Possible values are: 'DCL' (default) if it was used `dcl.estimation`, 'BDCL' if `bdcl.estimation`, and 'IDCL' if `idcl.estimation`

Value

No returned value

Author(s)

M.D. Martinez-Miranda, J.P. Nielsen and R. Verrall

References

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.

Examples

data(NtriangleDCL)
data(XtriangleDCL)

# Estimation of the DCL parameters described in Martinez-Miranda, Nielsen and Verrall (2012)
my.dcl.par<-dcl.estimation(XtriangleDCL,NtriangleDCL)
Plot.dcl.par(my.dcl.par)

DCL documentation built on May 5, 2022, 5:06 p.m.