Corel: Title

In lrnv/mbmcl: Multi Boot Mack Chain Ladder boostrap the Braun model in claim reserving

Description

Title

Usage

Corel(x, ...)

Arguments

x	A MultiBootMackChainLadder Object
...	Elements to be passed to the cor function

Details

Gives the correlations between the next-year IBNRs of the several triangles under the MBMCL model.

Value

A corelation matrix of next-year IBNRs.

Examples

data(ABC)
triangles <- list(tri1 = ABC, tri2 = ABC, tri3 = ABC)
MBMCL <- MultiBootmackChainLadder(triangles,100)
Corel(MBMCL)

lrnv/mbmcl documentation built on May 24, 2019, 2:52 p.m.