| Join2Fits {ChainLadder} | R Documentation |
Join Two Fitted MultiChainLadder Models
Description
This function is created to facilitate the fitting of the multivariate functions when specifying different models in two different development periods, especially when separate chain-ladder is used in later periods.
Usage
Join2Fits(object1, object2)
Arguments
object1 |
An object of class "MultiChainLadder" |
object2 |
An object of class "MultiChainLadder" |
Details
The inputs must be of class "MultiChainLadder" because this function depends on the model slot to determine what kind of object is to be created and returned. If both objects have "MCL", then an object of class "MCLFit" is created; if one has "GMCL" and one has "MCL", then an object of class "GMCLFit" is created, where the one with "GMCL" is assumed to come from the first development periods; if both have "GMCL", then an object of class "GMCLFit" is created.
Author(s)
Wayne Zhang actuary_zhang@hotmail.com
See Also
See also MultiChainLadder