Plot.dcl.par {DCL}

Plotting the estimated parameters in the DCL model

Description

Show a two by two plot with the estimated parameters in the Double Chain Ladder model

Usage

Plot.dcl.par( dcl.par , type.inflat = 'DCL' )

Arguments

dcl.par

A list object with the estimated parameters: the value returned by the functions dcl.estimation, bdcl.estimation or idcl.estimation.

type.inflat

Method used to estimate the inflation . Possible values are: 'DCL' (default) if it was used dcl.estimation, 'BDCL' if bdcl.estimation, and 'IDCL' if idcl.estimation

Value

No returned value

Author(s)

M.D. Martinez-Miranda, J.P. Nielsen and R. Verrall

References

Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2012) Double Chain Ladder. Astin Bulletin, 42/1, 59-76.

Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2013) Double Chain Ladder and Bornhuetter-Ferguson. North Americal Actuarial Journal, 17(2), 101-113.

See Also

dcl.estimation, bdcl.estimation, idcl.estimation

Examples

data(NtriangleDCL)
data(XtriangleDCL)

# Estimation of the DCL parameters described in Martinez-Miranda, Nielsen and Verrall (2012)
my.dcl.par<-dcl.estimation(XtriangleDCL,NtriangleDCL)
Plot.dcl.par(my.dcl.par)