summary.BootChainLadder: Methods for BootChainLadder objects

In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance

Methods for BootChainLadder objects

Description

summary, print, mean, and quantile methods for BootChainLadder objects

Usage

## S3 method for class 'BootChainLadder'
summary(object, probs=c(0.75,0.95), ...)

## S3 method for class 'BootChainLadder'
print(x, probs=c(0.75,0.95), ...)

## S3 method for class 'BootChainLadder'
quantile(x, probs=c(0.75, 0.95), na.rm = FALSE,
              names = TRUE, type = 7,...)

## S3 method for class 'BootChainLadder'
mean(x, ...)

## S3 method for class 'BootChainLadder'
residuals(object, ...)

Arguments

x, object	output from BootChainLadder
probs	numeric vector of probabilities with values in [0,1], see quantile for more help
na.rm	logical; if true, any NA and NaN's are removed from 'x' before the quantiles are computed, see quantile for more help
names	logical; if true, the result has a names attribute. Set to FALSE for speedup with many 'probs', see quantile for more help
type	an integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used, see quantile
...	further arguments passed to or from other methods

Details

print.BootChainLadder calls summary.BootChainLadder and prints a formatted version of the summary. residuals.BootChainLadder gives the residual triangle of the expected chain-ladder minus the actual triangle back.

Value

summary.BootChainLadder, mean.BootChainLadder, and quantile.BootChainLadder, give a list with two elements back:

ByOrigin	data frame with summary/mean/quantile statistics by origin period
Totals	data frame with total summary/mean/quantile statistics for all origin period

Author(s)

Markus Gesmann

See Also

See also BootChainLadder

Examples

B <- BootChainLadder(RAA, R=999, process.distr="gamma")
B
summary(B)
mean(B)
quantile(B, c(0.75,0.95,0.99, 0.995))

ChainLadder documentation built on Sept. 11, 2024, 8:35 p.m.