Join Model Fit and Mse Estimation

This 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.

Usage

JoinFitMse(models, mse.models)

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.