summary.BootChainLadder function

Methods for BootChainLadder objects

summary, print, mean, and quantile

methods for BootChainLadder objects

## S3 method for class 'BootChainLadder'
summary(object, probs=c(0.75,0.95), ...)

## S3 method for class 'BootChainLadder'
print(x, probs=c(0.75,0.95), ...)

## S3 method for class 'BootChainLadder'
quantile(x, probs=c(0.75, 0.95), na.rm = FALSE,
              names = TRUE, type = 7,...)

## S3 method for class 'BootChainLadder'
mean(x, ...)

## S3 method for class '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 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

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.

Returns

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

Author(s)

Markus Gesmann

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))