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

ChainLadder (version 0.1.5-0)

Mack, Bootstrap, Munich, Multivariate-chain-ladder, Clark methods and generalized linear models 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 and GLM-based reserving models. These methods are typically used in insurance claims reserving.

Copy Link

Version

Install

install.packages('ChainLadder')

Monthly Downloads

4,706

Version

0.1.5-0

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

August 29th, 2011

Functions in ChainLadder (0.1.5-0)

glmReserve

GLM-based Reserving Model
summary.BootChainLadder

Methods for BootChainLadder objects
Join2Fits

Join Two Fitted MultiChainLadder Models
predict.TriangleModel

Prediction of a claims triangle
ClarkLDF

Clark LDF method
ChainLadder Database Examples

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

Run off triangle of accumulated claim data
triangle S3 Methods

Generic functions for triangles
plot.MackChainLadder

Plot method for a MackChainLadder object
BootChainLadder

Bootstrap-Chain-Ladder Model
MultiChainLadder

Multivariate Chain Ladder Models
NullNum-class

Class "NullNum", "NullChar" and "NullList"
MultiChainLadderMse-class

Class "MultiChainLadderMse"
MultiChainLadderFit-class

Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
chainladder

Estimate age-to-age factors
summary.MunichChainLadder

Summary and print function for Munich-chain-ladder
Cumulative and incremental triangles

Cumulative and incremental triangles
M3IR5

MackChainLadder

Mack-Chain-Ladder Model
ChainLadder-package

Various chain-ladder methods for claims reserving
plot.MunichChainLadder

Plot method for a MunichChainLadder object
Mortgage

Run off triangle of accumulated claims data
residCov

Generic function for residCov and residCor
GenIns

Run off triangle of claims data.
JoinFitMse

Join Model Fit and Mse Estimation
residuals.MackChainLadder

Extract residuals of a MackChainLadder model
triangles-class

S4 Class "triangles"
auto

Run off triangle of accumulated claim data
MCLpaid

Run off triangles of accumulated paid and incurred claims data.
MultiChainLadderSummary-class

Class "MultiChainLadderSummary"
chris

Incremental claims triangle
plot.BootChainLadder

Plot method for a BootChainLadder object
MultiChainLadder-class

Class "MultiChainLadder" of Multivariate Chain Ladder Results
RAA

Run off triangle of accumulated claims data
Mse-methods

Methods for Generic Function Mse
getLatestCumulative

Triangle information for most recent calendar period.
MunichChainLadder

Munich-chain-ladder Model
summary-methods

Methods for Function summary
summary.MackChainLadder

Summary and print function for Mack-chain-ladder
ABC

Run off triangle of accumulated claims data
plot-MultiChainLadder

Methods for Function plot