summary.ELT {tailloss}

Summary statistics for class ELT.

Description

Summary statistics for class ELT.

Usage

## S3 method for class 'ELT'
summary(object, theta = 0, cap = Inf, t = 1, ...)

Arguments

object

An object of class ELT. Data frame containing two numeric columns. The column Loss contains the expected losses from each single occurrence of event. The column Rate contains the arrival rates of a single occurrence of event.

theta

Scalar containing information about the variance of the Gamma distribution: sd[X] = x * theta. The default value is theta = 0: the loss associated to an event is considered as a constant.

cap

Scalar representing the financial cap on losses for a single event, i.e. the maximum possible loss caused by a single event. The default value is cap = Inf.

t

Scalar representing the time period of interest. The default value is t = 1.

...

additional arguments affecting the summary produced.

Value

A list containing the data summary, and the means and the standard deviations of N, Y, and S.

Examples

data(UShurricane)
summary(ELT(UShurricane))