predict.TriangleModel

predict.ChainLadder

a list with two items: <code>Models</code>, <code>Triangle</code><dl class="dl-horizontal">
 <dt><code>Models</code></dt><dd>list of linear models for each development period</dd>
 <dt><code>Triangle</code></dt><dd>input triangle to forecast</dd>
 </dl>

object

&#8230;

The function is internally used by <code>MackChainLadder</code> to forecast future claims.

 models

Various statistical methods and models which are
typically used for the estimation of outstanding claims reserves
in general insurance, including those to estimate the claims
development result as required under Solvency II.

Markus Gesmann

ChainLadder

Statistical Methods and Models for Claims Reserving in General
Insurance

Daniel Murphy

Yanwei (Wayne) Zhang

Alessandro Carrato

Giuseppe Crupi

Christophe Dutang

Arnaud Lacoume

Arthur Charpentier

Mario Wuthrich

Fabio Concina

Eric Dal Moro

Yuriy Krvavych

Vincent Goulet

Marco De Virgilis

predict.TriangleModel function

<dl> <dt>object</dt>
<dd>a list with two items: <code>Models</code>, <code>Triangle</code><dl>
 <dt><code>Models</code></dt>
<dd>list of linear models for each development period</dd></dl></dd> <dt><code>Triangle</code></dt>
<dd>input triangle to forecast</dd> 
</dl> <dt>...</dt>
<dd>not in use</dd>

Arguments

Author

Prediction of a claims triangle — predict.TriangleModel

<dl>

 <dt>object</dt>
<dd>a list with two items: <code>Models</code>, <code>Triangle</code><dl>
 <dt><code>Models</code></dt>
<dd>list of linear models for each development period</dd>

 <dt><code>Triangle</code></dt>
<dd>input triangle to forecast</dd>

 
</dl></dd>

 <dt>...</dt>
<dd>not in use</dd>

</dl>

Prediction of a claims triangle

predict.TriangleModel: Prediction of a claims triangle

Description

Usage

Value

Arguments

Author

See Also

Examples