Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

JoinFitMse

Join Model Fit and Mse Estimation

Description

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.

Usage

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)

See Also

See also MultiChainLadder.

ChainLadder

Statistical Methods and Models for Claims Reserving in General Insurance

v0.2.12
GPL (>= 2)
Authors
Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei (Wayne) Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [ctb], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut], Eric Dal Moro [aut], Yuriy Krvavych [ctb], Vincent Goulet [ctb], Marco De Virgilis [ctb]
Initial release
2021-01-05

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.