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ChainLadder (version 0.1.1-3)

Mack- and Munich-chain-ladder methods for insurance claims reserving

Description

The package contains the Mack- and Munich-chain-ladder methods which are used in insurance claims reserving exercise.

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Version

Install

install.packages('ChainLadder')

Monthly Downloads

4,613

Version

0.1.1-3

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

February 6th, 2025

Functions in ChainLadder (0.1.1-3)

ChainLadder-package

Mack- and Munich-chain-ladder models for claims reserving
summary.MackChainLadder

~~function to do ... ~~
Mortgage

Run off triangle of accumulated claims data
RAA

Run off triangle of accumulated claims data
MackChainLadder

Mack-Chain-Ladder Model
print.MackChainLadder

~~function to do ... ~~
summary.MunichChainLadder

~~function to do ... ~~
GenIns

Run off triangle of accumulated general insurance claims data
left.tri

~~function to do ... ~~
print.MunichChainLadder

~~function to do ... ~~
plot.MackChainLadder

~~function to do ... ~~
MunichChainLadder

Munich-Chain-Ladder Model
MCLpaid

Run off triangles of accumulated paid and incurred claims data.
predict.TriangleModel

Prediction of a claims triangle
Mack.S.E

~~function to do ... ~~
plot.MunichChainLadder

~~function to do ... ~~
residuals.MackChainLadder

Extract residuals of a MackChainLadder model