| print.clark {ChainLadder} | R Documentation |
Print results of Clark methods
Description
Functions to print the results of the ClarkLDF and ClarkCapeCod methods.
Usage
## S3 method for class 'ClarkLDF'
print(x, Amountdigits=0, LDFdigits=3, CVdigits=3,
row.names = FALSE, ...)
## S3 method for class 'ClarkCapeCod'
print(x, Amountdigits=0, ELRdigits=3, Gdigits=4, CVdigits=3,
row.names = FALSE, ...)
Arguments
x |
object resulting from a run of the ClarkLDF or ClarkCapeCod function. |
Amountdigits |
number of digits to display to the right of the decimal point for "amount" columns |
LDFdigits |
number of digits to display to the right of the decimal point for the loss development factor (LDF) column |
CVdigits |
number of digits to display to the right of the decimal point for the coefficient of variation (CV) column |
ELRdigits |
number of digits to display to the right of the decimal point for the expected loss ratio (ELR) column |
Gdigits |
number of digits to display to the right of the decimal point for the "growth function factor" column; default of 4 conforms with the table on pp. 67, 68 of Clark's paper |
row.names |
logical (or character vector),
indicating whether (or what) row names should be printed
(same as for |
... |
further arguments passed to |
Details
Display the default information in "pretty format" resulting from a run of the "LDF Method" or "Cape Cod Method" – a "Development-type" exhibit for Clark's "LDF Method," a "Bornhuetter-Ferguson-type" exhibit for Clark's "Cape Cod Method."
As usual, typing the name of such an object at the console
invokes its print method.
Value
data.frames whose columns are the character representation
of their respective summary.ClarkLDF
or summary.ClarkCapeCod data.frames.
Author(s)
Daniel Murphy
References
Clark, David R., "LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach", Casualty Actuarial Society Forum, Fall, 2003
See Also
summary.ClarkLDF and summary.ClarkCapeCod
Examples
X <- GenIns
colnames(X) <- 12*as.numeric(colnames(X))
y <- ClarkCapeCod(X, Premium=10000000+400000*0:9, maxage=240)
summary(y)
print(y) # (or simply 'y') Same as summary(y) but with "pretty formats"
## Greater growth factors when projecting to infinite maximum age
ClarkCapeCod(X, Premium=10000000+400000*0:9, maxage=Inf)