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


[Package ChainLadder version 0.2.14 Index]