MultiChainLadderSummary-class {ChainLadder}R Documentation

Class "MultiChainLadderSummary"

Description

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(s)

Wayne Zhang actuary_zhang@hotmail.com

See Also

See also summary,MultiChainLadder-method, MultiChainLadder-class

Examples

showClass("MultiChainLadderSummary")

[Package ChainLadder version 0.2.14 Index]