plot.clmpluspredictions {clmplus}R Documentation

Plot the hazard model fitted and forecasted parameters

Description

This function allows to define the behavior of the triangle payments.

Usage

## S3 method for class 'clmpluspredictions'
plot(x, cy.type = "fe", ...)

Arguments

x

clmpluspredictions, Model effects (fitted and extrapolated) to be plotted.

cy.type

character, whether to show fitted period effect with or without extrapolatio Default is "fe", standing for fitted and extrapolated. Alternative is to specify "f" for fitted effect.

...

Arguments to be passed to plot.

Value

No return value, plots coefficients of the hazard models.

References

Pittarello, G., Hiabu, M., & Villegas, A. M. (2023). Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle. arXiv preprint arXiv:2301.03858.

Examples

data(sifa.mtpl)
sifa.mtpl.rtt <- AggregateDataPP(cumulative.payments.triangle=sifa.mtpl)
clm.fit<-clmplus(sifa.mtpl.rtt, 'a')
clm <- predict(clm.fit)
plot(clm)


[Package clmplus version 1.0.0 Index]