Extract residuals of a ChainLadder model
Extract residuals of a MackChainLadder model by
origin-, calendar- and development period.
## S3 method for class 'ChainLadder' coef(object, ...)
object |
output of the |
... |
optional arguments which may become named attributes of the resulting vector |
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.
Dan Murphy
See Also chainladder
coef(chainladder(RAA))
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