Learn R Programming

⚠️There's a newer version (0.2.20) of this package.Take me there.

ChainLadder (version 0.1.2-6)

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

Description

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

Copy Link

Version

Install

install.packages('ChainLadder')

Monthly Downloads

5,230

Version

0.1.2-6

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

February 6th, 2025

Functions in ChainLadder (0.1.2-6)

GenIns

Run off triangle of accumulated general insurance claims data
summary.BootChainLadder

Methods for BootChainLadder objects
summary.MackChainLadder

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

Extract residuals of a MackChainLadder model
print.MackChainLadder

~~function to do ... ~~
MunichChainLadder

Munich-Chain-Ladder Model
plot.MackChainLadder

Plot method for a MackChainLadder object
print.MunichChainLadder

~~function to do ... ~~
Mortgage

Run off triangle of accumulated claims data
qpaid

Quarterly run off triangle of accumulated claims data
MackChainLadder

Mack-Chain-Ladder Model
summary.MunichChainLadder

~~function to do ... ~~
Mack.S.E

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

Plot method for a MunichChainLadder object
predict.TriangleModel

Prediction of a claims triangle
BootChainLadder

Bootstrap-Chain-Ladder Model
MCLpaid

Run off triangles of accumulated paid and incurred claims data.
ABC

Run off triangle of accumulated claims data
RAA

Run off triangle of accumulated claims data
ChainLadder-package

Various chain-ladder methods for claims reserving
plot.BootChainLadder

Plot method for a BootChainLadder object
left.tri

~~function to do ... ~~