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print.clark

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 print.data.frame)

...

further arguments passed to print

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

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)

ChainLadder

Statistical Methods and Models for Claims Reserving in General Insurance

v0.2.12
GPL (>= 2)
Authors
Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei (Wayne) Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [ctb], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut], Eric Dal Moro [aut], Yuriy Krvavych [ctb], Vincent Goulet [ctb], Marco De Virgilis [ctb]
Initial release
2021-01-05

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