plot.top.middle.bottom

The function to call for plotting the top graph.

f.top

The function to call for plotting the middle graph.

f.middle

The function to call for plotting the bottom graph.

f.bottom

A number between zero and 1 indicating the bottom of the top graph.

top.scale

A number between zero and 1 indicating the top of the middle graph.

middle.top

A numer between zero and 1 indicating the size of the middle graph.

middle.scale

A number between zero and 1 indicating the top of the bottom graph.

bottom.scale

A function to plot a top, middle, and bottom graph on the same chart. Intended for internal use only.

Bayesian analysis of loss development on insurance triangles or 'BALD' is a Bayesian model of developing aggregate loss triangles in property casualty insurance. This actuarial model makes use of a heteroskedastic and skewed t-likelihood with endogenous degrees of freedom, employs model averaging by means of Reversible Jump MCMC, and accommodates a structural break in the path of the consumption of benefits. Further, the model is capable of incorporating expert information in the calendar year effect. In an accompanying vignette, this model is applied to two widely studied General Liability and Auto Bodily Injury Liability loss triangles. For a description of the methodology, see Frank A. Schmid (2010) <doi:10.2139/ssrn.1501706>.

plot.top.middle.bottom: A function to plot a top, middle, and bottom graph on the same chart.

Description

Usage

Arguments

Value