Functions to Reproduce Clark's Tables
Print the tables on pages 64, 65, and 68 of Clark's paper.
Table64(x) Table65(x) Table68(x)
x |
an object resulting from |
These exhibits give some of the details behind the calculations producing the estimates of future values (a.k.a. "Reserves" in Clark's paper). Table65 works for both the "LDF" and the "CapeCod" methods. Table64 is specific to "LDF", Table68 to "CapeCod".
A data.frame.
Daniel Murphy
Clark, David R., "LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach", Casualty Actuarial Society Forum, Fall, 2003 https://www.casact.org/pubs/forum/03fforum/03ff041.pdf
Table65(ClarkLDF(GenIns, maxage=20)) Table64(ClarkLDF(GenIns, maxage=20)) X <- GenIns colnames(X) <- 12*as.numeric(colnames(X)) Table65(ClarkCapeCod(X, Premium=10000000+400000*0:9, maxage=Inf)) Table68(ClarkCapeCod(X, Premium=10000000+400000*0:9, maxage=Inf))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.