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ChainLadder (version 0.1.2-8)

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.

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Version

Install

install.packages('ChainLadder')

Monthly Downloads

5,230

Version

0.1.2-8

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

February 6th, 2025

Functions in ChainLadder (0.1.2-8)

RAA

Run off triangle of accumulated claims data
summary.MunichChainLadder

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

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

Extract residuals of a MackChainLadder model
plot.MunichChainLadder

Plot method for a MunichChainLadder object
BootChainLadder

Bootstrap-Chain-Ladder Model
MackChainLadder

Mack-Chain-Ladder Model
print.MackChainLadder

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

Plot method for a MackChainLadder object
Mortgage

Run off triangle of accumulated claims data
ABC

Run off triangle of accumulated claims data
ChainLadder-package

Various chain-ladder methods for claims reserving
summary.MackChainLadder

Summary and print function for Mack-chain-ladder
MCLpaid

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

Munich-Chain-Ladder Model
summary.BootChainLadder

Methods for BootChainLadder objects
predict.TriangleModel

Prediction of a claims triangle
Mack.S.E

~~function to do ... ~~
left.tri

~~function to do ... ~~
qpaid

Quarterly run off triangle of accumulated claims data
GenIns

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

Plot method for a BootChainLadder object