tail_linear: tail_linear
In Ractuary/devtri: Easily work with actuarial development triangles

fit a linear tail factor to ldfs

1	tail_linear(idf_, n_points = 2, cutoff = 25)

`idf_`	an object of class `idf_`
`n_points`	number of idf points to fit. The most mature points will be used in the fit
`cutoff`	last age that should have a none 1.0 development factor. All loss development factors with an age greater than `cutoff` will be set to 1.0.

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my_idf <- idf(idfs = c(1.75, 1.25, 1.15, 1.1, 1.04, 1.03), first_age = 1)

test <- tail_linear(my_idf, cutoff = 10)

Ractuary/devtri documentation built on May 5, 2019, 3:49 a.m.

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