MultiChainLadderFit-class function

Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

"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. class

Objects from the Class

"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.

Slots

• 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"

Extends

"MCLFit" and "GMCLFit" extends class "MultiChainLadderFit", directly.

Methods

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".

Author(s)

Wayne Zhang actuary_zhang@hotmail.com

See Also

See also Mse.

Examples

showClass("MultiChainLadderFit")