Description Usage Arguments Details Value Author(s) See Also Examples

Methods for function `summary`

to calculate summary statistics from a "MultiChainLadder" object.

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`object` |
object of class |

`portfolio` |
character strings specifying which triangles to be summed up as portfolio. |

`...` |
optional arguments to |

`summary`

calculations the summary statistics for each triangle and the whole portfolio from `portfolio`

. `portfolio`

defaults to the sum of all input triangles. It can also be specified as "i+j" format, which means the sum of the i-th and j-th triangle as portfolio. For example, `"1+3"`

means the sum of the first and third triangle as portfolio.

The `summary`

function returns an object of class "MultiChainLadderSummary" that has the following slots:

`Triangles` |
input triangles |

`FullTriangles` |
predicted triangles |

`S.E.Full` |
a list of prediction errors for each cell |

`S.E.Est.Full` |
a list of estimation errors for each cell |

`S.E.Proc.Full` |
a list of process errors for each cell |

`Ultimate` |
predicted ultimate losses for each triangle and portfolio |

`Latest` |
latest observed losses for each triangle and portfolio |

`IBNR` |
predicted IBNR for each triangle and portfolio |

`S.E.Ult` |
a matrix of prediction errors of ultimate losses for each triangle and portfolio |

`S.E.Est.Ult` |
a matrix of estimation errors of ultimate losses for each triangle and portfolio |

`S.E.Proc.Ult` |
a matrix of process errors of ultimate losses for each triangle and portfolio |

`report.summary` |
summary statistics for each triangle and portfolio |

`coefficients` |
estimated coefficients from |

`coefCov` |
estimated variance-covariance matrix returned by |

`residCov` |
estimated residual covariance matrix returned by |

`rstandard` |
standardized residuals |

`fitted.values` |
fitted.values |

`residCor` |
residual correlation |

`model.summary` |
summary statistics for the cofficients including p-values |

`portfolio` |
how portfolio is calculated |

Wayne Zhang [email protected]

See Also `MultiChainLadder`

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ChainLadder documentation built on Nov. 17, 2017, 7:46 a.m.

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