clmplus (version 1.0.1)

plot.clmplusmodel: Plot the hazard model residuals

Description

This function allows to plot the hazard model residuals on the triangle payments.

Usage

# S3 method for clmplusmodel
plot(x, heat.lim = c(-2.5, 2.5), ...)

Value

No return value, plots the hazard model residuals in triangular form.

Arguments

x

clmplusmodel object, model fit to plot.

heat.lim

limits in the residuals plot.

...

Extra arguments to be passed to the plot function.

References

Pittarello, Gabriele, Munir Hiabu, and Andrés M. Villegas. "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 (2023).

Examples

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