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ChainLadder (version 0.1.6)

Statistical methods for the calculation of outstanding claims reserves in general insurance

Description

The ChainLadder package provides various statistical methods which are typically used for the estimation of outstanding claims reserves in general insurance. The package has implementations of the Mack, Munich, Bootstrap, multivariate, and chain-ladder factor models (CLFM), as well as the loss development factor curve fitting methods of Dave Clark and generalised linear model based reserving models.

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Version

Install

install.packages('ChainLadder')

Monthly Downloads

4,613

Version

0.1.6

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

August 9th, 2013

Functions in ChainLadder (0.1.6)

plot.MackChainLadder

Plot method for a MackChainLadder object
Mortgage

Run off triangle of accumulated claims data
summary.MunichChainLadder

Summary and print function for Munich-chain-ladder
RAA

Run off triangle of accumulated claims data
triangle S3 Methods

Generic functions for triangles
BootChainLadder

Bootstrap-Chain-Ladder Model
residCov

Generic function for residCov and residCor
plot-MultiChainLadder

Methods for Function plot
ABC

Run off triangle of accumulated claims data
MackChainLadder

Mack-Chain-Ladder Model
MultiChainLadder-class

Class "MultiChainLadder" of Multivariate Chain Ladder Results
GenIns

Run off triangle of claims data.
predict.TriangleModel

Prediction of a claims triangle
summary-methods

Methods for Function summary
summary.BootChainLadder

Methods for BootChainLadder objects
JoinFitMse

Join Model Fit and Mse Estimation
glmReserve

GLM-based Reserving Model
auto

Run off triangle of accumulated claim data
Join2Fits

Join Two Fitted MultiChainLadder Models
residuals.MackChainLadder

Extract residuals of a MackChainLadder model
MultiChainLadderFit-class

Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
liab

Run off triangle of accumulated claim data
getLatestCumulative

Triangle information for most recent calendar period.
plot.BootChainLadder

Plot method for a BootChainLadder object
plot.MunichChainLadder

Plot method for a MunichChainLadder object
ClarkLDF

Clark LDF method
M3IR5

Run off triangle of claims data
Mse-methods

Methods for Generic Function Mse
triangles-class

S4 Class "triangles"
MunichChainLadder

Munich-chain-ladder Model
summary.MackChainLadder

Summary and print function for Mack-chain-ladder
NullNum-class

Class "NullNum", "NullChar" and "NullList"
ChainLadder-package

Various chain-ladder methods for claims reserving
MultiChainLadderSummary-class

Class "MultiChainLadderSummary"
chainladder

Estimate age-to-age factors
MCLpaid

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

Multivariate Chain Ladder Models
Cumulative and incremental triangles

Cumulative and incremental triangles
MultiChainLadderMse-class

Class "MultiChainLadderMse"