## Methods for Function summary

### Description

Methods for function summary to calculate summary statistics from a "MultiChainLadder" object.

### Usage


## S4 method for signature 'MultiChainLadder'
summary(object, portfolio=NULL,...)


### Arguments

 object object of class "MultiChainLadder" portfolio character strings specifying which triangles to be summed up as portfolio. ... optional arguments to summary methods

### Details

summary calculations the summary statistics for each triangle and the whole portfolio from portfolio. portfolio defaults to the sum of all input triangles. It can also be specified as "i+j" format, which means the sum of the i-th and j-th triangle as portfolio. For example, "1+3" means the sum of the first and third triangle as portfolio.

### Value

The summary function returns an object of class "MultiChainLadderSummary" that has the following slots:

 Triangles input triangles FullTriangles predicted triangles S.E.Full a list of prediction errors for each cell S.E.Est.Full a list of estimation errors for each cell S.E.Proc.Full a list of process errors for each cell Ultimate predicted ultimate losses for each triangle and portfolio Latest latest observed losses for each triangle and portfolio IBNR predicted IBNR for each triangle and portfolio S.E.Ult a matrix of prediction errors of ultimate losses for each triangle and portfolio S.E.Est.Ult a matrix of estimation errors of ultimate losses for each triangle and portfolio S.E.Proc.Ult a matrix of process errors of ultimate losses for each triangle and portfolio report.summary summary statistics for each triangle and portfolio coefficients estimated coefficients from systemfit. They are put into the matrix format for GMCL coefCov estimated variance-covariance matrix returned by systemfit residCov estimated residual covariance matrix returned by systemfit rstandard standardized residuals fitted.values fitted.values residCor residual correlation model.summary summary statistics for the cofficients including p-values portfolio how portfolio is calculated

### Author(s)

Wayne Zhang actuary_zhang@hotmail.com

See Also MultiChainLadder
data(GenIns)