tweedieMethods: Reserve Risk Capital Report

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

Reserve Risk Capital Report

Description

Main purpose of this function is to create a report to assess the reserve risk capital given an object of the tweedieReserve class. It displays both the ultimate and one year risk views at given percentiles.

Usage

## S3 method for class 'tweedieReserve'
print(x, ...)
## S3 method for class 'tweedieReserve'
summary(object, q = c(0.5, 0.75, 0.9, 0.95, 0.995),...)

Arguments

x	An object of class tweedieReserve.
object	An object of class tweedieReserve.
q	Array of percentiles to be displayed.
...	Not used

Value

A list with two items

Predicton	a data.frame with ultimate view reserve risk and the one year view reserve risk at the given percentiles.
Diagnostic	Quick diagnostic to show the deterministic reserve vs ultimate view and one year view best estimate. If the model is working properly, then these three value shouldn't be much different.

Author(s)

Alessandro Carrato MSc FIA OA [e-mail]

See Also

See also tweedieReserve.

Examples

## Not run: 
tw <- tweedieReserve(MW2008, rereserving = TRUE)
summary(tw)
# For comparison 
CDR.BootChainLadder(BootChainLadder(MW2008))

## End(Not run)

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