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S3 Method Class profileLadder

as.profileLadder.Rd

A function to make the work with the functional development profiles within run-off triangles more easy and straightforward—particularly when vizualizing the functional profiles (observed, completed, or both simultaneously) in a single plot

Usage

as.profileLadder(x)

Arguments

x

an object of the class matrix or triangle

Value

an object of the class profileLadder which is a list with the following elements:

reserve

basic summary of the run-off triangle and the predicted/true reserve (if it is available otherwise NA values are provided instead)

method

type of the printed triangle (either a run-off triangle itself if no prediction method is applied or the completed triangle where the missing fragments are imputed by one of the algorithm, PARALLAX, REACT, or MACRAME)

Triangle

input (triangular shaped) run-off triangle

FullTriangle

completed development profiles imputed by using one of the estimation algorithm (i.e., PARALLAX, REACT, or MACRAME)—if applied—value NA provided otherwise

trueComplete

true fully developmed profiles of the run-off triangle (if available for back-testing purposes) or NA returned otherwise

See also

parallelReserve(), mcReserve(), permuteReserve(), plot.profileLadder()

Examples

data(CameronMutual)
print(CameronMutual) 
#>       dev
#> origin    1     2     3     4     5     6     7     8     9    10
#>     1  5244  9228 10823 11352 11791 12082 12120 12199 12215 12215
#>     2  5984  9939 11725 12346 12746 12909 13034 13109 13113 13115
#>     3  7452 12421 14171 14752 15066 15354 15637 15720 15744 15786
#>     4  7115 11117 12488 13274 13662 13859 13872 13935 13973 13972
#>     5  5753  8969  9917 10697 11135 11282 11255 11331 11332 11354
#>     6  3937  6524  7989  8543  8757  8901  9013  9012  9046  9164
#>     7  5127  8212  8976  9325  9718  9795  9833  9885  9816  9815
#>     8  5046  8006  8984  9633 10102 10166 10261 10252 10252 10252
#>     9  5129  8202  9185  9681  9951 10033 10133 10182 10182 10183
#>     10 3689  6043  6789  7089  7164  7197  7253  7267  7266  7266
#> attr(,"class")
#> [1] "triangle" "matrix"  

x <- as.profileLadder(CameronMutual)

print(x)
#> Run-off Reserving 
#>     Estimated Reserve    Estimated Ultimate           Paid Amount 
#>                    NA                    NA                105159 
#>          True Reserve 
#>                  7963 
#> 
#> Run-off triangle (complete/fully observed)
#> 5244 	 9228 	10823 	11352 	11791 	12082 	12120 	12199 	12215 	12215 	
#> 5984 	 9939 	11725 	12346 	12746 	12909 	13034 	13109 	13113 	13115 	
#> 7452 	12421 	14171 	14752 	15066 	15354 	15637 	15720 	15744 	15786 	
#> 7115 	11117 	12488 	13274 	13662 	13859 	13872 	13935 	13973 	13972 	
#> 5753 	 8969 	 9917 	10697 	11135 	11282 	11255 	11331 	11332 	11354 	
#> 3937 	 6524 	 7989 	 8543 	 8757 	 8901 	 9013 	 9012 	 9046 	 9164 	
#> 5127 	 8212 	 8976 	 9325 	 9718 	 9795 	 9833 	 9885 	 9816 	 9815 	
#> 5046 	 8006 	 8984 	 9633 	10102 	10166 	10261 	10252 	10252 	10252 	
#> 5129 	 8202 	 9185 	 9681 	 9951 	10033 	10133 	10182 	10182 	10183 	
#> 3689 	 6043 	 6789 	 7089 	 7164 	 7197 	 7253 	 7267 	 7266 	 7266 	
plot(x)
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