"MultiChainLadderFit" is a virtual class for the fitted models in the multivariate chain ladder reserving framework, "MCLFit" is a result from the interal call .FitMCL
to store results in model MCL
and "GMCLFit" is a result from the interal call .FitGMCL
to store results in model GMCL
. The two classes "MCLFit" and "GMCLFit" differ only in the presentation of \(B_k\) and \(\Sigma_{B_k}\), and different methods of Mse
and predict
will be dispatched according to these classes.
"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 new("MCLFit", ...)
and new("GMCLFit", ...)
respectively.
Triangles
:Object of class "triangles"
models
:Object of class "list"
B
:Object of class "list"
Bcov
:Object of class "list"
ecov
:Object of class "list"
fit.method
:Object of class "character"
delta
:Object of class "numeric"
int
:Object of class "NullNum"
restrict.regMat
:Object of class "NullList"
"MCLFit" and "GMCLFit" extends class "MultiChainLadderFit"
, directly.
No methods defined with class "MultiChainLadderFit" in the signature.
For "MCLFit", the following methods are defined:
Mse
signature(ModelFit = "MCLFit", FullTriangles = "triangles")
: Calculate Mse estimations.
predict
signature(object = "MCLFit")
: Predict ultimate losses and complete the triangles. The output is an object of class "triangles".
For "GMCLFit", the following methods are defined:
Mse
signature(ModelFit = "GMCLFit", FullTriangles = "triangles")
: Calculate Mse estimations.
predict
signature(object = "GMCLFit")
: Predict ultimate losses and complete the triangles. The output is an object of class "triangles".
Wayne Zhang actuary_zhang@hotmail.com
See also Mse
.
showClass("MultiChainLadderFit")
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