ChainLadder (version 0.2.19)

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.

Arguments

x

An object of class tweedieReserve.

object

An object of class tweedieReserve.

q

Array of percentiles to be displayed.

...

Not used

Author

Alessandro Carrato MSc FIA OA

See Also

See also tweedieReserve.

Examples

if (FALSE) {
tw <- tweedieReserve(MW2008, rereserving = TRUE)
summary(tw)
# For comparison 
CDR.BootChainLadder(BootChainLadder(MW2008))
}