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ChainLadder (version 0.1.4-2)

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

Description

The package provides Mack-, Munich-, Bootstrap, and Multivariate-chain-ladder methods, as well as the LDF Curve Fitting methods of Dave Clark. These methods are typically used in insurance claims reserving.

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Version

Install

install.packages('ChainLadder')

Monthly Downloads

4,706

Version

0.1.4-2

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

January 3rd, 2011

Functions in ChainLadder (0.1.4-2)

GenIns

Run off triangle of claims data.
JoinFitMse

Join Model Fit and Mse Estimation
ABC

Run off triangle of accumulated claims data
MultiChainLadder-class

Class "MultiChainLadder" of Multivariate Chain Ladder Results
M3IR5

Run off triangle of claims data
ChainLadder-package

Various chain-ladder methods for claims reserving
Mortgage

Run off triangle of accumulated claims data
getLatestCumulative

Triangle information for most recent calendar period.
MCLpaid

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

Mack-Chain-Ladder Model
ClarkLDF

Clark LDF method
Mse-methods

Methods for Generic Function Mse
auto

Run off triangle of accumulated claim data
triangle S3 Methods

Generic functions for triangles
MultiChainLadderMse-class

Class "MultiChainLadderMse"
Join2Fits

Join Two Fitted MultiChainLadder Models
residuals.MackChainLadder

Extract residuals of a MackChainLadder model
BootChainLadder

Bootstrap-Chain-Ladder Model
plot.MunichChainLadder

Plot method for a MunichChainLadder object
chris

Incremental claims triangle
NullNum-class

Class "NullNum", "NullChar" and "NullList"
predict.TriangleModel

Prediction of a claims triangle
RAA

Run off triangle of accumulated claims data
MultiChainLadder

Multivariate Chain Ladder Models
summary-methods

Methods for Function summary
Cumulative and incremental triangles

Cumulative and incremental triangles
MultiChainLadderSummary-class

Class "MultiChainLadderSummary"
chainladder

Estimate age-to-age factors
summary.BootChainLadder

Methods for BootChainLadder objects
MunichChainLadder

Munich-chain-ladder Model
liab

Run off triangle of accumulated claim data
plot.BootChainLadder

Plot method for a BootChainLadder object
triangles-class

S4 Class "triangles"
summary.MackChainLadder

Summary and print function for Mack-chain-ladder
residCov

Generic function for residCov and residCor
plot.MackChainLadder

Plot method for a MackChainLadder object
ChainLadder Database Examples

These function are designed to give the user a starting point to develop their own database interfaces.
plot-MultiChainLadder

Methods for Function plot
MultiChainLadderFit-class

Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
summary.MunichChainLadder

Summary and print function for Munich-chain-ladder