buhlmannStraub-class: Class "buhlmannStraub" of fitted Buhlmann-Straub credibility...

In actuaRE: Handling Single-Level and Hierarchically Structured Risk Factors using Credibility and Random Effects Models

Class "buhlmannStraub" of fitted Buhlmann-Straub credibility models

Description

Class "buhlmannStraub" of fitted Buhlmann-Straub credibility models

Usage

## S3 method for class 'buhlmannStraub'
predict(object, newdata = NULL, ...)

## S3 method for class 'buhlmannStraub'
print(x, ...)

## S3 method for class 'buhlmannStraub'
summary(object, ...)

## S3 method for class 'buhlmannStraub'
fitted(object, ...)

Arguments

object	an object of class buhlmannStraub
newdata	optionally, a data frame in which to look for variables with which to predict.
...	currently ignored.
x	an object of class buhlmannStraub

Value

The function buhlmannStraub returns an object of class buhlmannStraub, which has the following slots:

call	the matched call
type	Whether additive or multiplicative credibility model is used.
Variances	The estimated variance components. Sigma is the estimated within-group variance, and Tau is the estimate of the between-group variance.
Means	The estimated averages at the portfolio level (collective premium \hat{\mu}) and at the cluster level (weighted average \bar{Y}_j).
Weights	The total weights w_j for each cluster.
Credibility	The credibility factors z_j for each cluster.
Premiums	The collective premium \hat{\mu} and individual premiums \hat{V}_j for each cluster.
Relativity	The estimated random effects \hat{U}_j of each cluster.
RawResults	Object of type data.table with all intermediate results.
fitted.values	the fitted mean values, resulting from the model fit.

S3 methods

print:

Prints the call, the estimated variance parameters and the unique number of clusters. The ... argument is currently ignored. Returns an invisible copy of the original object.

summary:

In addition to the output of the print.buhlmannStraub function, the summary function prints the cluster-level estimates as well. Returns an invisible copy of the original object.

fitted:

Returns the fitted values.

See Also

buhlmannStraub

actuaRE documentation built on July 3, 2026, 5:07 p.m.