summary.MunichChainLadder function

Summary and print function for Munich-chain-ladder

Summary and print function for Munich-chain-ladder

summary and print methods for a MunichChainLadder object

## S3 method for class 'MunichChainLadder' summary(object, ...) ## S3 method for class 'MunichChainLadder' print(x, ...)

Arguments

  • x, object: object of class "MunichChainLadder"
  • ...: optional arguments to print or summary methods

Details

print.MunichChainLadder calls summary.MunichChainLadder and prints a formatted version of the summary.

Returns

summary.MunichChainLadder gives a list of two elements back - ByOrigin: data frame with Latest Paid (latest actual paid claims costs), Latest Incurred (latest actual incurred claims position), Latest P/I Ratio (ratio of latest paid/incurred claims), Ult. Paid (estimate ultimate claims cost based on the paid triangle), Ult. Incurred (estimate ultimate claims cost based on the incurred triangle),Ult. P/I Ratio (ratio of ultimate paid forecast / ultimate incurred forecast)

  • Totals: data frame of totals over all origin periods. The items follow the same naming convention as in ByOrigin above

Author(s)

Markus Gesmann

See Also

See also MunichChainLadder, plot.MunichChainLadder

Examples

M <- MunichChainLadder(MCLpaid, MCLincurred) M summary(M) summary(M)$ByOrigin
  • Maintainer: Markus Gesmann
  • License: GPL (>= 2)
  • Last published: 2024-07-21