JoinFitMse function

Join Model Fit and Mse Estimation

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

JoinFitMse(models, mse.models)

Arguments

• models: fitted regression models, either of class "MCLFit" or "GMCLFit".
• mse.models: output from a call to Mse, which is of class "MultiChainLadderMse".

Author(s)

Wayne Zhang actuary_zhang@hotmail.com

See Also

See also MultiChainLadder.