plot.clmplusmodel {clmplus} | R Documentation |
This function allows to plot the hazard model residuals on the triangle payments.
## S3 method for class 'clmplusmodel'
plot(x, heat.lim = c(-2.5, 2.5), ...)
x |
|
heat.lim |
limits in the residuals plot. |
... |
Extra arguments to be passed to the plot function. |
No return value, plots the hazard model residuals in triangular form.
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).
data(sifa.mtpl)
sifa.mtpl.rtt <- AggregateDataPP(cumulative.payments.triangle=sifa.mtpl)
clm.fit<-clmplus(sifa.mtpl.rtt, 'a')
plot(clm.fit)