hierCredibility-class {actuaRE} | R Documentation |
Class "hierCredibility" of fitted hierarchical credibility models
## S3 method for class 'hierCredibility'
print(x, ...)
## S3 method for class 'hierCredibility'
summary(object, ...)
## S3 method for class 'hierCredibility'
fitted(object, ...)
x |
an object of class |
... |
currently ignored. |
object |
an object of class |
The function hierCredibility
returns an object of class hierCredibility
, which has the following slots:
call |
the matched call |
type |
Whether additive or multiplicative hierarchical credibility model is used. |
Variances |
The estimated variance components. |
Means |
The estimated averages at the portfolio level (intercept term |
Weights |
The weights at the first hierarchical level |
Credibility |
The credibility weights at the first hierarchical level |
Premiums |
The overall expectation |
Relativity |
The estimated random effects |
RawResults |
Objects of type |
fitted.values |
the fitted mean values, resulting from the model fit. |
print
:Prints the call
, the estimated variance parameters and the unique number of categories
of the hierarchical MLF. The ...
argument is currently ignored. Returns an invisible copy of the original
object.
summary
:In addition to the output of the print.hierCredibility
function, the summary
function
prints the random effect estimates as well. Returns an invisible copy of the original object.
fitted
:Returns the fitted values.