tweedieReserve methods: Reserve Risk Capital Report
Description
Main purpose of this function is to create a report to assess the reserve risk
capital given an object of the tweedieReserve class.
It displays both the ultimate and one year risk views at given percentiles.
Usage
# S3 method for tweedieReserve
print(x, ...)
# S3 method for tweedieReserve
summary(object, q = c(0.5, 0.75, 0.9, 0.95, 0.995),...)
Value
A list with two items
Predicton
a data.frame with ultimate view reserve risk
and the one year view reserve risk at the given percentiles.
Diagnostic
Quick diagnostic to show the deterministic reserve vs ultimate
view and one year view best estimate. If the model is working properly,
then these three value shouldn't be much different.