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Extract residuals of a ChainLadder model

coef.ChainLadder.rd

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

Usage

# S3 method for class 'ChainLadder'
coef(object, ...)

Arguments

object

output of the chainladder function

...

optional arguments which may become named attributes of the resulting vector

Value

The function returns a vector of the single-parameter coefficients – also called age-to-age (ATA) or report-to-report (RTR) factors – of the models produced by running the 'chainladder' function.

Author

Dan Murphy

See also

See Also chainladder

Examples


coef(chainladder(RAA))
#>        1        2        3        4        5        6        7        8 
#> 2.999359 1.623523 1.270888 1.171675 1.113385 1.041935 1.033264 1.016936 
#>        9 
#> 1.009217