mcBreaks {ProfileLadder} | R Documentation |
Access Markov Chain Breaks for Run-Off Triangle Increments
Description
Retrieves the Markov chain components from the profileLadder
object returned
from the function mcReserve()
or the mcSetup
object returned
from the function incrExplor()
. In particular, the function returns
the set of breaks used to define the bins for the incremental run-off triangle
increments.
Usage
mcBreaks(object)
Arguments
object |
An object of class |
Value
The vector of the break points that define the set bins for the run-off triangle increments.
See Also
mcReserve()
, mcStates()
, mcTrans()
Examples
## MACRAME reserve prediction with the DEFAULT Markov chain setup
output <- mcReserve(CameronMutual)
## Extracting the corresponding break points
mcBreaks(output)
[Package ProfileLadder version 0.1.3 Index]