Access Markov Chain Breaks for Run-Off Triangle Increments

Retrieves the Markov chain components from the output of the incrExplor() function or the mcReserve() function. 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 the class profileLadder returned from the function mcReserve() or an object of the class mcSetup returned from the function incrExplor().

Value

The vector of the break points that define the set of bins for the run-off triangle increments.

See also

mcReserve(), incrExplor(), mcStates(), mcTrans()

Examples

## DEFAULT performance of the incrExplor() function and the MACRAME algorithm
output1 <- incrExplor(CameronMutual)
output2 <- mcReserve(CameronMutual)

## Extracting the DEFAULT break points from both outputs
mcBreaks(output1)
#>  [1] -Inf   75  147  288  388  554  780 1465 2587 3955  Inf
mcBreaks(output2)
#>  [1] -Inf   75  147  288  388  554  780 1465 2587 3955  Inf

## Extracting the corresponding break points for 4 Markov states
mcBreaks(incrExplor(CameronMutual, states = 4))
#> [1] -Inf  214  554 1750  Inf