predict.TriangleModel function

Prediction of a claims triangle

Prediction of a claims triangle

The function is internally used by MackChainLadder to forecast future claims.

## S3 method for class 'TriangleModel' predict(object,...) ## S3 method for class 'ChainLadder' predict(object,...)

Arguments

  • object: a list with two items: Models, Triangle

    • Models: list of linear models for each development period
    • Triangle: input triangle to forecast
  • ...: not in use

Returns

  • FullTriangle: forecasted claims triangle

Author(s)

Markus Gesmann

See Also

See also chainladder, MackChainLadder

Examples

RAA CL <- chainladder(RAA) CL predict(CL)
  • Maintainer: Markus Gesmann
  • License: GPL (>= 2)
  • Last published: 2025-02-06