Join Model Fit and Mse Estimation
JoinFitMse.RdThis function combines first momoent estimation from fitted regression models and second moment estimation from Mse method to construct an object of class "MultiChainLadder", for which a variety of methods are defined, such as summary and plot.
Arguments
- models
fitted regression models, either of class "MCLFit" or "GMCLFit".
- mse.models
output from a call to
Mse, which is of class "MultiChainLadderMse".
Author
Wayne Zhang actuary_zhang@hotmail.com
See also
See also MultiChainLadder.