pi.delayGeneral delay parameters
muMean severity factor
inflatUnderwriting severity inflation (BDCL inflation)
inflat.DCLUnderwriting severity inflation (DCL inflation)
pjDelay probabilities (under a Multinomial assumption)
mu.adjAdjusted mean factor corresponding to the pj
parameters
sigma2Variance severity factor
phiOverdispersion parameter used to derive the estimate sigma2
EySeverity mean for each underwriting period
VySeverity variance for each underwriting period
adjType of adjusted used to derive the pj
probabilities
alpha.N Underwriting chain ladder parameter in the (OD)-Poisson model. Counts triangle (Ntriangle)
beta.N Underwriting chain ladder parameter in the (OD)-Poisson model. Counts triangle (Ntriangle)
Nhat The chain ladder preditions (counts triangle). It is a matrix having the chain ladder predictions in the future (lower triangle) and the fitted values in the past (upper triangle).
alpha.X Underwriting chain ladder parameter in the (OD)-Poisson model. Paid triangle (Xtriangle)
beta.X Underwriting chain ladder parameter in the (OD)-Poisson model. Paid triangle (Xtriangle)
Xhat The chain ladder preditions (paid triangle). It is a matrix having the chain ladder predictions in the future (lower triangle) and the fitted values in the past (upper triangle).
alpha.I Underwriting chain ladder parameter in the (OD)-Poisson model. Incurred triangle (Itriangle)
beta.I Underwriting chain ladder parameter in the (OD)-Poisson model. Incurred triangle (Itriangle)
CL.I.i Outstanding incurred numbers (row sums of the lower predicted triangle) from classical chain ladder on the incurred triangle.