getLatestCumulative: Triangle information for most recent calendar period.

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

Triangle information for most recent calendar period.

Description

Return most recent values for all origin periods of a cumulative development triangle.

Usage

getLatestCumulative(Triangle, na.values = NULL)

Arguments

Triangle	a Triangle in matrix format.
na.values	a vector specifying values that should be considered synonymous with NA when searching for the rightmost non-NA.

Value

A vector of most recent non-'NA' (and synonyms, if appropriate) values of a triangle for all origin periods. The names of the vector equal the origin names of the Triangle. The vector will have additional attributes: "latestcol" equalling the index of the column in Triangle corresponding to the row's rightmost entry; "rowsname" equalling the name of the row dimension of Triangle, if any; "colnames" equalling the corresponding column name of Triangle, if any; "colsname" equalling the name of the column dimension of Triangle, if any.

Author(s)

Ben Escoto, Markus Gesmann, Dan Murphy

See Also

See also as.triangle.

Examples

RAA
getLatestCumulative(RAA)
Y <- matrix(c(1,  2,  3,
              4,  5,  0, 
              6, NA, NA), byrow=TRUE, nrow=3)
getLatestCumulative(Y) # c(3, 0, 6) 
getLatestCumulative(Y, na.values = 0) # c(3, 5, 6) 

mages/ChainLadder documentation built on Feb. 11, 2025, 5:33 a.m.