PDR: Claims development results (CDR).

In acanadis/provision: Statistical Models for Claim Reserving

Description

Calculate claims development results.

Usage

PDR(object, probs = c(0.75, 0.95, 0.995))

Arguments

object	Output from separateProvision or glmProvision functions.
probs	Quantiles of the CDR distribution.

Value

A list of 6 elements with:

• meanCDRi CDR per origin year.

• sdCDRi Standard deviation of CDR per origin year.

• meanCDRT CDR.

• sdCDRT Standard deviation of CDR.

• qCDRTi Quantiles of CDR distribution.

• summary Summary table.

Examples

data("TaylorData")
res <--separateProvision(TaylorData$lossData, TaylorData$freqData)
PDR(res)

acanadis/provision documentation built on May 5, 2019, 3:54 p.m.