ChainLadder (version 0.1.7)

MultiChainLadder-class: Class "MultiChainLadder" of Multivariate Chain Ladder Results

Description

This class includes the first and second moment estimation result using the multivariate reserving methods in chain ladder. Several primitive methods and statistical methods are also created to facilitate further analysis.

Objects from the Class

Objects can be created by calls of the form new("MultiChainLadder", ...), or they could also be a result of calls from MultiChainLadder or JoinFitMse.

Extends

Class "MultiChainLadderFit", directly. Class "MultiChainLadderMse", directly.

See Also

See also MultiChainLadder,summary,MultiChainLadder-method and plot,MultiChainLadder,missing-method.

Examples

# example for class "MultiChainLadder"
data(liab)
fit.liab <-  MultiChainLadder(Triangles = liab)
fit.liab

names(fit.liab)
fit.liab[[1]]
fit.liab$model
fit.liab@model

do.call("rbind",coef(fit.liab))
vcov(fit.liab)[[1]]
residCov(fit.liab)[[1]]
head(do.call("rbind",rstandard(fit.liab)))