# ata: Calculate Age-to-Age Factors In edalmoro/ChainLadderQuantileV1: Statistical Methods and Models for Claims Reserving in General Insurance

## Description

Calculate the matrix of age-to-age factors (also called "report-to-report" factors, or "link ratios") for an object of class `triangle`.

## Usage

 ```1 2``` ```ata(Triangle, NArow.rm = TRUE, colname.sep = "-", colname.order=c("ascending","descending")) ```

## Arguments

 `Triangle` a loss "triangle". Must be a `matrix`. `NArow.rm` `logical` indicating if rows of age-to-age (ata) factors that are all `NA` should be removed. "All-NA" rows typically occur for the most recent origin year of a loss triangle. `colname.sep` a `character` indicating the separator character to place between the column names of `Triangle` that will be used to lable the columns of the resulting matrix of ata factors `colname.order` "ascending" indicates that the less mature age comes first in the column labels of the ata matrix

## Details

`ata` constructs a matrix of age-to-age (ata) factors resulting from a loss "triangle" or a `matrix`. Simple averages and volume weighted averages are saved as "smpl" and "vwtd" attributes, respectively.

## Value

A `matrix` with "smpl" and "vwtd" attributes.

Daniel Murphy

## See Also

`summary.ata`, `print.ata` and `chainladder`

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ```ata(GenIns) # Volume weighted average age-to-age factor of the "RAA" data y <- attr(ata(RAA), "vwtd") y # "To ultimate" factors with a 10% tail y <- rev(cumprod(rev(c(y, 1.1)))) names(y) <- paste(colnames(RAA), "Ult", sep="-") y ## Label the development columns in "ratio-type" format ata(RAA, colname.sep=":", colname.order="desc") ```

edalmoro/ChainLadderQuantileV1 documentation built on Oct. 1, 2018, 12:23 a.m.