standardDeviationVsDevelopmentTime,AnnualAggLossDevModelOutput-method {BALD}R Documentation

A method to plot and/or return the posterior estimated standard deviation by development year.

Description

A method to plot and/or return the posterior estimated standard deviation by development year.

Arguments

object

The object of type AnnualAggLossDevModelOutput from which to plot and/or return the estimated standard deviation by development year.

plot

A logical value. If TRUE, the plot is generated and the statistics are returned; otherwise only the statistics are returned.

Details

Aggregate loss development models in BALD allow for changes (by development year) in the measurement error around the log incremental payments. This is a method that allows for the retrieval and illustration of this standard deviation.

Value

Mainly called for the side effect of plotting. Also returns a numeric vector of the plotted statistics. Returned invisibly.

See Also

standardDeviationVsDevelopmentTime


[Package BALD version 1.0.0-3 Index]