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This class stores the summary statistics from a "MultiChainLadder" object. These summary statistics include both model summary and report summary.

Objects from the Class

Objects can be created by calls of the form new("MultiChainLadderSummary", ...), or a call from summary.

Slots

Triangles:

Object of class "triangles"

FullTriangles:

Object of class "triangles"

S.E.Full:

Object of class "list"

S.E.Est.Full:

Object of class "list"

S.E.Proc.Full:

Object of class "list"

Ultimate:

Object of class "matrix"

IBNR:

Object of class "matrix"

S.E.Ult:

Object of class "matrix"

S.E.Est.Ult:

Object of class "matrix"

S.E.Proc.Ult:

Object of class "matrix"

report.summary:

Object of class "list"

coefficients:

Object of class "list"

coefCov:

Object of class "list"

residCov:

Object of class "list"

rstandard:

Object of class "matrix"

fitted.values:

Object of class "matrix"

residCor:

Object of class "matrix"

model.summary:

Object of class "matrix"

portfolio:

Object of class "NullChar"

Methods

$

signature(x = "MultiChainLadderSummary"): Method for primitive function "$". It extracts a slot of x with a specified slot name, just as in list.

[[

signature(x = "MultiChainLadderSummary", i = "numeric", j = "missing"): Method for primitive function "[[". It extracts the i-th slot of a "MultiChainLadder" object, just as in list. i could be a vetor.

[[

signature(x = "MultiChainLadderSummary", i = "character", j = "missing"): Method for primitive function "[[". It extracts the slots of a "MultiChainLadder" object with names in i, just as in list. i could be a vetor.

names

signature(x = "MultiChainLadderSummary"): Method for function names, which returns the slot names of a "MultiChainLadder" object.

show

signature(object = "MultiChainLadderSummary"): Method for show.

Author

Wayne Zhang actuary_zhang@hotmail.com

Examples

showClass("MultiChainLadderSummary")
#> Class "MultiChainLadderSummary" [package "ChainLadder"]
#> 
#> Slots:
#>                                                                   
#> Name:       Triangles  FullTriangles       S.E.Full   S.E.Est.Full
#> Class:      triangles      triangles           list           list
#>                                                                   
#> Name:   S.E.Proc.Full       Ultimate           IBNR        S.E.Ult
#> Class:           list         matrix         matrix         matrix
#>                                                                   
#> Name:     S.E.Est.Ult   S.E.Proc.Ult report.summary   coefficients
#> Class:         matrix         matrix           list           list
#>                                                                   
#> Name:         coefCov       residCov      rstandard  fitted.values
#> Class:           list           list         matrix         matrix
#>                                                    
#> Name:        residCor  model.summary      portfolio
#> Class:         matrix         matrix       NullChar