ChainLadder (version 0.2.18)

summary.BootChainLadder: Methods for BootChainLadder objects

Description

summary, print, mean, and quantile methods for BootChainLadder objects

Usage

# S3 method for BootChainLadder
summary(object, probs=c(0.75,0.95), ...)
# S3 method for BootChainLadder
print(x, probs=c(0.75,0.95), ...)
# S3 method for BootChainLadder
quantile(x, probs=c(0.75, 0.95), na.rm = FALSE,
              names = TRUE, type = 7,...)
# S3 method for BootChainLadder
mean(x, ...)
# S3 method for BootChainLadder
residuals(object, ...)

Value

summary.BootChainLadder, mean.BootChainLadder, and

quantile.BootChainLadder, give a list with two elements back:

ByOrigin

data frame with summary/mean/quantile statistics by origin period

Totals

data frame with total summary/mean/quantile statistics for all origin period

Arguments

x, object

output from BootChainLadder

probs

numeric vector of probabilities with values in [0,1], see quantile for more help

na.rm

logical; if true, any NA and NaN's are removed from 'x' before the quantiles are computed, see quantile for more help

names

logical; if true, the result has a names attribute. Set to FALSE for speedup with many 'probs', see quantile for more help

type

an integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used, see quantile

...

further arguments passed to or from other methods

Author

Markus Gesmann

Details

print.BootChainLadder calls summary.BootChainLadder and prints a formatted version of the summary. residuals.BootChainLadder gives the residual triangle of the expected chain-ladder minus the actual triangle back.

See Also

See also BootChainLadder

Examples

B <- BootChainLadder(RAA, R=999, process.distr="gamma")
B
summary(B)
mean(B)
quantile(B, c(0.75,0.95,0.99, 0.995))