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coef.ChainLadder

Extract residuals of a ChainLadder model


Description

Extract residuals of a MackChainLadder model by origin-, calendar- and development period.

Usage

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

Arguments

object

output of the chainladder function

...

optional arguments which may become named attributes of the resulting vector

Value

The function returns a vector of the single-parameter coefficients – also called age-to-age (ATA) or report-to-report (RTR) factors – of the models produced by running the 'chainladder' function.

Author(s)

Dan Murphy

See Also

See Also chainladder

Examples

coef(chainladder(RAA))

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

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