Robust Loss Development Using MCMC


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Documentation for package ‘BALD’ version 1.0.0-3

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A B C D E F G H I L M N P Q R S T misc

-- A --

accountForZeroPayments A function to take a triangle estimated without considering zero payments, and account for the possibility of zero payments.
AnnualAggLossDevModelInput-class The base class for all aggregate models.
AnnualAggLossDevModelOutput-class The base output class for all aggregate annual models.
AnnualAggLossDevModelOutputWithZeros-class The parent of StandardAnnualAggLossDevModelOutputWithZeros and BreakAnnualAggLossDevModelOutputWithZeros.
autoregressiveParameter A generic function to plot and/or return the posterior of the autoregressive parameter for models in BALD.
autoregressiveParameter-method A method to plot and/or return the posterior of the autoregressive parameter for models in BALD.

-- B --

BALD A package for robust stochastic loss development.
BreakAnnualAggLossDevModelInput-class The final input class for models with a break.
BreakAnnualAggLossDevModelOutput-class The final output class for all standard aggregate annual models.
BreakAnnualAggLossDevModelOutputWithZeros-class The class to handle incremental payments of zero for the break model.

-- C --

calculateProbOfPayment A function to calculate an empirical vector of the probability of payment.
calendarYearEffect A generic function to plot and/or return the predicted and forecast calendar year effects for models in BALD.
calendarYearEffect-method A method to plot and/or return predicted and forecast calendar year effects for models in BALD.
calendarYearEffectAutoregressiveParameter A generic function to plot and/or return the posterior of the autoregressive parameter for the calendar year effect for models in BALD.
calendarYearEffectAutoregressiveParameter-method A method to plot and/or return the posterior of the autoregressive parameter for the calendar year effect for models in BALD.
calendarYearEffectErrors A generic function to plot and/or return predicted and forecast calendar year effect errors for models in BALD.
calendarYearEffectErrors-method A method to plot and/or return predicted and forecast calendar year effect errors for models in BALD.
calendarYearEffectErrorTracePlot A generic function to generate the trace plots for select calendar year effect errors.
calendarYearEffectErrorTracePlot-method A method to generate the trace plots for select calendar year effect errors.
consumptionPath A generic function to plot and/or return the estimated consumption path vs development year time.
consumptionPath-method A method to plot and/or return the estimated consumption path vs development year time for break models.
consumptionPath-method A method to plot and/or return the estimated consumption path vs development year time for standard models.
consumptionPathTracePlot A generic function to generate the trace plots for select consumption path values.
consumptionPathTracePlot-method A method to generate the trace plots for select consumption path values.
consumptionPathTracePlot-method A method to generate the trace plots for select consumption path values.
CPI Consumer price index (CPI-U) for the United States.
cumulate A function to cumulate a triangle.
CumulativeAutoBodilyInjuryTriangle An and example of a cumulative loss triangle.

-- D --

decumulate A function to decumulate a triangle.
degreesOfFreedom A generic function to plot and/or return the posterior of the degrees of freedom for the Student-t in models in BALD.
degreesOfFreedom-method A method to plot and/or return the posterior of the degrees of freedom for the Student-t in models in BALD.

-- E --

estimate.priors A function to estimate priors for the gompertz curve.
exposureGrowth A generic function to plot and/or return the posterior predicted exposure growth (corresponding to eta in the model).
exposureGrowth-method A method to plot and/or return the posterior predicted exposure growth (corresponding to eta in the model).
exposureGrowthAutoregressiveParameter A generic function to plot and/or return the posterior of the autoregressive parameter for the exposure growth for models in BALD.
exposureGrowthAutoregressiveParameter-method A method to plot and/or return the posterior of the autoregressive parameter for the exposure growth for models in BALD.
exposureGrowthTracePlot A generic function to generate the trace plots for select exposure growth rates.
exposureGrowthTracePlot-method A method to generate the trace plots for select exposure growth rates.

-- F --

finalCumulativeDiff A generic function to plot and/or return the difference between final actual and predicted cumulative payments.
finalCumulativeDiff-method A method to plot and/or return the difference between final actual and predicted cumulative payments.
finalCumulativeDiff-method A method to plot and/or return the difference between final actual and predicted cumulative payments.
firstYearInNewRegime A generic function to plot and/or return the posterior change point.
firstYearInNewRegime-method A method to plot and/or return the posterior change point.
firstYearInNewRegimeTracePlot A generic function to generate the trace plot for the posterior change point.
firstYearInNewRegimeTracePlot-method A method to generate the trace plot for the posterior change point.

-- G --

get.color A function to get color values.
getExposureYearLabel A function to return a "nice" character string for the exposure year label in charts.
getJagsData A method to retrieve data for a JAGS model.
getJagsData-method A method to create all the needed JAGS input common to both the standard model and the break model.
getJagsData-method A method to collect all the needed model input specific to the break model.
getJagsData-method A method to collect all the needed model input specific to the standard model.
getJagsInits A method to retrieve initial values for a JAGS model.
getJagsInits-method A method to collect all the needed initial values common to both the standard model and the break model.
getJagsInits-method A method to collect all the needed model initial values unique to the break model.
getJagsInits-method A method to collect all the needed initial values unique to the standard model.
getModelOutputNodes A method to determine which JAGS nodes the output object is expecting.
getModelOutputNodes-method A method to determine which JAGS nodes the output object is expecting.
getPaymentNoPaymentMatrix A function to turn a matrix of incremental payments into zero or ones depending upon whether a payment is positive.
getTriDim A generic function to get the dimension of the observed triangle.
getTriDim-method A method to get the dimension of the observed triangle.
gompertz The gompertz function.
gompertzParameters A generic function to plot and/or return the posterior of the parameters for the gompertz curve which describes the probability of payment.
gompertzParameters-method A method to plot and/or return the posterior of the parameters for the gompertz curve which describes the probability of payment.

-- H --

HPCE Health Care price index for the United States.

-- I --

IncrementalGeneralLiablityTriangle An and example of an incremental incurred loss triangle.

-- L --

lossDevelopmentFactors A generic function to plot and/or return a table of predicted age-to-age loss development factors (or link ratios).
lossDevelopmentFactors-method A method to plot and/or return a table of predicted age-to-age loss development factors (or link ratios).
LossDevModelInput-class The base input class for all models in BALD.
LossDevModelOutput-class The base output class for all models in BALD.
lossDevOptions Options for BALD.

-- M --

makeBreakAnnualInput Create an Object of class BreakAnnualAggLossDevModelInput.
makeStandardAnnualInput Create an Object of class StandardAnnualAggLossDevModelInput.
mcmcACF A generic function to plot autocorrelations found in the MCMC samples for select parameters.
mcmcACF-method A method to plot autocorrelations found in the MCMC samples for select parameters.
mcmcACF-method A method to plot autocorrelations found in the MCMC samples for select parameters.
MCPI Medical Care price index for the United States.
meanExposureGrowth A generic function to plot and/or return the posterior of the mean exposure growth for models in BALD.
meanExposureGrowth-method A method to plot and/or return the posterior of the mean exposure growth for models in BALD.
myLibPath Installation Library of the Package.
myPkgName Current Name of the Package.

-- N --

newNodeOutput A method to construct new object of type NodeOutput.
NodeOutput-class A class to hold JAGS output.
numberOfKnots A generic function to plot and/or return the posterior number of knots.
numberOfKnots-method A method to plot and/or return the posterior number of knots.
numberOfKnots-method A method to plot and/or return the posterior number of knots.

-- P --

PCE Personal Consumption Expenditure (PCE) for the United States.
plot.density.and.or.trace A rather generic function to plot diagnostics for a single node (a one-dimensional node or a single slot from a multi-dimensional node).
plot.top.bottom A function to plot a top and bottom graph on the same chart.
plot.top.middle.bottom A function to plot a top, middle, and bottom graph on the same chart.
plot.trace.plots A rather generic function to plot (multiple) trace plots in one call on one graph.
predictedPayments A generic function to plot predicted vs actual payments for models from the BALD package.
predictedPayments-method A method to plot predicted vs actual payments for models from the BALD package.
predictedPayments-method A method to plot predicted vs actual payments for models from the BALD package.
probablityOfPayment A generic function to plot the probability of a payment.
probablityOfPayment-method A method to plot the probability of a payment.

-- Q --

QQPlot A generic function to plot a Q-Q plot for models in the BALD package.
QQPlot-method A method to plot a Q-Q plot for models in the BALD package.

-- R --

rateOfDecay A generic function to plot and/or return the esimtated rate of decay vs development year time.
rateOfDecay-method A method to plot and/or return the esimtated rate of decay vs development year time for break models.
rateOfDecay-method A method to plot and/or return the esimtated rate of decay vs development year time for standard models.
rateOfDecayTracePlot A generic function to plot the trace plots for select rate of decay values.
rateOfDecayTracePlot-method A method to generate the trace plots for select rate of decay values.
rateOfDecayTracePlot-method A method to generate the trace plots for select rate of decay values.
runLossDevModel A generic function to run models in BALD.
runLossDevModel-method A method to run models in BALD.

-- S --

scaleParameter A generic function to plot and/or return the posterior of the scale parameter for the Student-t measurement equation for models in BALD.
scaleParameter-method A method to plot and/or return the posterior of the scale parameter for the Student-t measurement equation for models in BALD.
setGenericVerif A Safe Version of setGeneric.
skewnessParameter A generic function to plot and/or return the posterior of the skewness parameter for models in BALD.
skewnessParameter-method A method to plot and/or return the posterior of the skewness parameter for models in BALD.
slot-method A method to override the behavoir of the function slot.
StandardAnnualAggLossDevModelInput-class The final input class for models without a break.
StandardAnnualAggLossDevModelOutput-class The final output class for all standard aggregate annual models.
StandardAnnualAggLossDevModelOutputWithZeros-class The class to handle incremental payments of zero for the standard model.
standardDeviationForScaleInnovation A generic function to plot and/or return the posterior of the standard deviation for the innovation in the scale parameter for models in BALD.
standardDeviationForScaleInnovation-method A method to plot and/or return the posterior of the standard deviation for the innovation in the scale parameter for models in BALD.
standardDeviationOfCalendarYearEffect A generic function to plot and/or return the posterior of the standard deviation of the calendar year effect for models in BALD.
standardDeviationOfCalendarYearEffect-method A method to plot and/or return the posterior of the standard deviation of the calendar year effect for models in BALD.
standardDeviationOfExposureGrowth A generic function to plot and/or return the posterior of the standard deviation of the exposure growth rate for models in BALD.
standardDeviationOfExposureGrowth-method A method to plot and/or return the posterior of the standard deviation of rhe exposure growth rate for models in BALD.
standardDeviationVsDevelopmentTime A generic function to plot and/or return the posterior estimated standard deviation by development year.
standardDeviationVsDevelopmentTime-method A method to plot and/or return the posterior estimated standard deviation by development year.
stochasticInflation A generic function to plot and/or return predicted and forecast stochastic inflation rates for models in BALD.
stochasticInflation-method A method to plot and/or return predicted and forecast stochastic inflation rates for models in BALD.
stochasticInflationRhoParameter A generic function to plot and/or return the posterior of the stochastic inflation rho parameter for models in BALD.
stochasticInflationRhoParameter-method A method to plot and/or return the posterior of the stochastic inflation rho parameter for models in BALD.
stochasticInflationStationaryMean A generic function to plot and/or return the posterior of the stochastic inflation stationary mean for models in BALD.
stochasticInflationStationaryMean-method A method to plot and/or return the posterior of the stochastic inflation stationary mean for models in BALD.

-- T --

tailFactor A generic function to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method A method to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method A method to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method A method to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method A method to plot and/or return the predicted tail factors for a specific attachment point.
triResi A generic function to plot and/or return residuals for models in the BALD package.
triResi-method A method to plot and/or return residuals for models in the BALD package.

-- misc --

.onLoad Intialize the Namespace.