getReserveFromLDF {bootstrap}R Documentation

Description

Get the chain ladder reserve values, using weighted average.

Usage

getReserveFromLDF(object, ...)

Arguments

object
...

Details

This is what the function doing: ldf<-getLDF(object) cum<-getDiagnal(object) return ((ldf-1) * cum)

Value

a vector of reserves from each year.

Note

Since this function smply use weighted average to form LDF, user should better develop their own reserve methods.

Author does not suggest calculate chain ladder loss reserves, since the liner assumtion does not stand most of the time.

Examples


## The function is currently defined as
function(object, ...)  standardGeneric("getReserveFromLDF")

[Package bootstrap version 1.0-1 Index]