MultiChainLadderFit-class

MCLFit-class

GMCLFit-class

predict,MCLFit-method

predict,GMCLFit-method

"MultiChainLadderFit" is a virtual class for the fitted models in the multivariate chain ladder reserving framework, "MCLFit" is a result from the interal call <code>.FitMCL</code> to store results in model <code>MCL</code> and "GMCLFit" is a result from the interal call <code>.FitGMCL</code> to store results in model <code>GMCL</code>. The two classes "MCLFit" and "GMCLFit" differ only in the presentation of $B_k$ and $\Sigma_{B_k}$, and different methods of <code>Mse</code> and <code>predict</code> will be dispatched according to these classes.

classes

The ChainLadder package provides various statistical
    methods which are typically used for the estimation of
    outstanding claims reserves in general insurance. The
    package has implementations of the Mack, Munich, Bootstrap, 
    multivariate, and chain-ladder factor models (CLFM), 
    as well as the loss development factor curve fitting
    methods of Dave Clark and generalised linear model
    based reserving models.

Markus Gesmann

ChainLadder

Statistical methods for the calculation of outstanding claims
        reserves in general insurance

MultiChainLadderFit-class function

"MultiChainLadderFit" is a virtual Class: No objects may be created from it. For "MCLFit" and "GMCLFit", objects can be created by calls of the form <code>new("MCLFit", ...)</code> and <code>new("GMCLFit", ...)</code> respectively.

Objects from the Class

"MCLFit" and "GMCLFit" extends class <code>"<links4class>MultiChainLadderFit</links4class>"</code>, directly.

MultiChainLadderFit-class: Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

Description

Arguments

Objects from the Class

Extends

See Also

Examples