AtaImpact: Age to Age factors impacts

In ArnaudBu/ReservingLad: Reserving for Non Life Insurance

Description

AtaImpact computes the impact on the total reserve from removing each age to age factor in the Chain Ladder estimation for coefficents.

Usage

AtaImpact(triangle, mode = "value")

Arguments

triangle	Cumulated triangle as a matrix
mode	Character. The way to display the impact: as a value ("value") or as a percent of the total reserve ("percent").

Value

A triangle equivalent to the age-to-age factors triangle, but with the impact on the reserves instead.

Examples

 impact <- AtaImpact(triangleExampleEngland)

ArnaudBu/ReservingLad documentation built on Sept. 21, 2021, 1:19 p.m.