ChainLadder (version 0.1.1-1)

residuals.MackChainLadder: Extract residuals of a MackChainLadder model

Description

Extract residuals of a MackChainLadder model by origin year, calendar year and development year.

Usage

## S3 method for class 'MackChainLadder':
residuals(object, ...)

Arguments

object

output of link{MackChainLadder}

...

not in use

Value

• The function returns a data.frame of residuals and standardised residuals by origin year, calendar year and development year.

See Also

See Also MackChainLadder

Examples

RAA <- t(matrix(c(
  5012,  8269, 10907, 11805, 13539, 16181, 18009, 18608, 18662, 18834,
   106,  4285,  5396, 10666, 13782, 15599, 15496, 16169, 16704,    NA,
  3410,  8992, 13873, 16141, 18735, 22214, 22863, 23466,    NA,    NA,
  5655, 11555, 15766, 21266, 23425, 26083, 27067,    NA,    NA,    NA,
  1092,  9565, 15836, 22169, 25955, 26180,    NA,    NA,    NA,    NA,
  1513,  6445, 11702, 12935, 15852,    NA,    NA,    NA,    NA,    NA,
   557,  4020, 10946, 12314,    NA,    NA,    NA,    NA,    NA,    NA,
  1351,  6947, 13112,    NA,    NA,    NA,    NA,    NA,    NA,    NA,
  3133,  5395,    NA,    NA,    NA,    NA,    NA,    NA,    NA,    NA,
  2063,    NA,    NA,    NA,    NA,    NA,    NA,    NA,    NA,    NA
  ), ncol=10))
  
 MCL=MackChainLadder(RAA)
 MCL  

 residuals(MCL)