JoinFitMse

This function combines first momoent estimation from fitted regression models and second moment estimation from <code>Mse</code> method to construct an object of class "MultiChainLadder", for which a variety of methods are defined, such as <code>summary</code> and <code>plot</code>.

 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

Marco Spina

JoinFitMse function

<dl> <dt>models</dt>
<dd>fitted regression models, either of class "MCLFit" or "GMCLFit".</dd> <dt>mse.models</dt>
<dd>output from a call to <code>Mse</code>, which is of class "MultiChainLadderMse".</dd></dl>

Arguments

Wayne Zhang <a href="/link/actuary_zhang%40hotmail.com?package=ChainLadder&version=0.2.19" data-mini-rdoc="ChainLadder::actuary_zhang@hotmail.com">actuary_zhang@hotmail.com</a>

Author

Join Model Fit and Mse Estimation — JoinFitMse

<dl>

 <dt>models</dt>
<dd>fitted regression models, either of class "MCLFit" or "GMCLFit".</dd>

 <dt>mse.models</dt>
<dd>output from a call to <code>Mse</code>, which is of class "MultiChainLadderMse".</dd>

</dl>

Wayne Zhang <a href='mailto:actuary_zhang@hotmail.com'>actuary_zhang@hotmail.com</a>

Join Model Fit and Mse Estimation

JoinFitMse: Join Model Fit and Mse Estimation

Description

Usage

Arguments

Author

See Also