Methods for BootChainLadder objects
summary.BootChainLadder.Rd
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, ...)
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
andNaN
's are removed from 'x' before the quantiles are computed, seequantile
for more help- names
logical; if true, the result has a
names
attribute. Set toFALSE
for speedup with many 'probs', seequantile
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
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.
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
See also
See also BootChainLadder
Examples
B <- BootChainLadder(RAA, R=999, process.distr="gamma")
B
#> BootChainLadder(Triangle = RAA, R = 999, process.distr = "gamma")
#>
#> Latest Mean Ultimate Mean IBNR IBNR.S.E IBNR 75% IBNR 95%
#> 1981 18,834 18,834 0 0 0 0
#> 1982 16,704 16,909 205 735 235 1,687
#> 1983 23,466 24,080 614 1,271 1,113 2,988
#> 1984 27,067 28,829 1,762 1,985 2,747 5,779
#> 1985 26,180 29,108 2,928 2,361 4,233 7,380
#> 1986 15,852 19,520 3,668 2,386 5,068 8,262
#> 1987 12,314 17,775 5,461 3,187 7,429 11,304
#> 1988 13,112 24,446 11,334 4,925 14,185 20,005
#> 1989 5,395 16,513 11,118 5,937 14,626 22,210
#> 1990 2,063 19,693 17,630 14,729 24,919 43,410
#>
#> Totals
#> Latest: 160,987
#> Mean Ultimate: 215,706
#> Mean IBNR: 54,719
#> IBNR.S.E 19,498
#> Total IBNR 75%: 65,689
#> Total IBNR 95%: 89,108
summary(B)
#> $ByOrigin
#> Latest Mean Ultimate Mean IBNR SD IBNR IBNR 75% IBNR 95%
#> 1981 18834 18834.00 0.0000 0.0000 0.0000 0.000
#> 1982 16704 16908.86 204.8574 735.4097 235.2108 1687.469
#> 1983 23466 24080.07 614.0671 1270.8300 1113.2651 2987.549
#> 1984 27067 28829.02 1762.0183 1984.8529 2747.1522 5779.282
#> 1985 26180 29108.10 2928.0974 2361.0936 4233.0899 7380.450
#> 1986 15852 19519.55 3667.5478 2385.7452 5068.3213 8261.823
#> 1987 12314 17774.74 5460.7379 3187.0584 7428.8237 11304.486
#> 1988 13112 24445.63 11333.6326 4924.8642 14184.5109 20005.043
#> 1989 5395 16513.47 11118.4716 5936.5527 14625.5499 22209.584
#> 1990 2063 19692.79 17629.7909 14728.6421 24918.6218 43409.758
#>
#> $Totals
#> Totals
#> Latest: 160987.00
#> Mean Ultimate: 215706.22
#> Mean IBNR: 54719.22
#> SD IBNR: 19497.82
#> Total IBNR 75%: 65689.02
#> Total IBNR 95%: 89108.21
#>
mean(B)
#> $ByOrigin
#> Mean IBNR
#> 1981 0.0000
#> 1982 204.8574
#> 1983 614.0671
#> 1984 1762.0183
#> 1985 2928.0974
#> 1986 3667.5478
#> 1987 5460.7379
#> 1988 11333.6326
#> 1989 11118.4716
#> 1990 17629.7909
#>
#> $Totals
#> Total
#> Mean IBNR: 54719.22
#>
quantile(B, c(0.75,0.95,0.99, 0.995))
#> $ByOrigin
#> IBNR 75% IBNR 95% IBNR 99% IBNR 99.5%
#> 1981 0.0000 0.000 0.000 0.000
#> 1982 235.2108 1687.469 2806.677 3190.532
#> 1983 1113.2651 2987.549 5009.520 5698.584
#> 1984 2747.1522 5779.282 7788.197 8547.186
#> 1985 4233.0899 7380.450 10330.148 11763.865
#> 1986 5068.3213 8261.823 10135.783 10500.995
#> 1987 7428.8237 11304.486 14491.126 16120.450
#> 1988 14184.5109 20005.043 25104.749 29455.667
#> 1989 14625.5499 22209.584 27377.251 29537.209
#> 1990 24918.6218 43409.758 65819.189 69349.626
#>
#> $Totals
#> Totals
#> IBNR 75%: 65689.02
#> IBNR 95%: 89108.21
#> IBNR 99%: 111598.13
#> IBNR 99.5%: 116304.76
#>