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R
ChainLadder

residuals.MackChainLadder

Extract residuals of a MackChainLadder model

Description

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

Usage

## S3 method for class 'MackChainLadder'
residuals(object, ...)

Arguments

object

output of MackChainLadder
...

not in use

Value

The function returns a data.frame of residuals and standardised residuals by origin-, calendar- and development period.

Author(s)

Markus Gesmann

See Also

See Also MackChainLadder

Examples

RAA
 MCL=MackChainLadder(RAA)
 MCL  

 residuals(MCL)
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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