mcBreaks: Access Markov Chain Breaks for Run-Off Triangle Increments

In ProfileLadder: Functional Profile Chain Ladder for Claims Reserving

Access Markov Chain Breaks for Run-Off Triangle Increments

Description

Retrieves the Markov chain components from the profileLadder object returned from the function mcReserve() or the mcSetup object returned from the function incrExplor(). In particular, the function returns the set of breaks used to define the bins for the incremental run-off triangle increments.

Usage

mcBreaks(object)

Arguments

object

An object of class profileLadder.

Value

The vector of the break points that define the set bins for the run-off triangle increments.

See Also

mcReserve(), mcStates(), mcTrans()

Examples

## MACRAME reserve prediction with the DEFAULT Markov chain setup 
output <- mcReserve(CameronMutual)

## Extracting the corresponding break points
mcBreaks(output)

ProfileLadder documentation built on Aug. 8, 2025, 6:10 p.m.