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ChainLadder (version 0.1.9)

Statistical Methods and Models for Claims Reserving in General Insurance

Description

Various statistical methods and models 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

4,706

Version

0.1.9

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

December 20th, 2014

Functions in ChainLadder (0.1.9)

auto

Run off triangle of accumulated claim data
RAA

Run off triangle of accumulated claims data
plot-MultiChainLadder

Methods for Function plot
NullNum-class

Class "NullNum", "NullChar" and "NullList"
Mortgage

Run off triangle of accumulated claims data
plot.MackChainLadder

Plot method for a MackChainLadder object
summary.BootChainLadder

Methods for BootChainLadder objects
GenIns

Run off triangle of claims data.
ChainLadder-package

Methods and models for claims reserving
liab

Run off triangle of accumulated claim data
MunichChainLadder

Munich-chain-ladder Model
MultiChainLadderSummary-class

Class "MultiChainLadderSummary"
Mse-methods

Methods for Generic Function Mse
MultiChainLadderMse-class

Class "MultiChainLadderMse"
MultiChainLadder-class

Class "MultiChainLadder" of Multivariate Chain Ladder Results
ABC

Run off triangle of accumulated claims data
JoinFitMse

Join Model Fit and Mse Estimation
chainladder

Estimate age-to-age factors
summary-methods

Methods for Function summary
BootChainLadder

Bootstrap-Chain-Ladder Model
plot.MunichChainLadder

Plot method for a MunichChainLadder object
Join2Fits

Join Two Fitted MultiChainLadder Models
MultiChainLadder

Multivariate Chain Ladder Models
triangles-class

S4 Class "triangles"
MCLpaid

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

Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
getLatestCumulative

Triangle information for most recent calendar period.
predict.TriangleModel

Prediction of a claims triangle
Cumulative and incremental triangles

Cumulative and incremental triangles
plot.BootChainLadder

Plot method for a BootChainLadder object
residuals.MackChainLadder

Extract residuals of a MackChainLadder model
MackChainLadder

Mack-Chain-Ladder Model
glmReserve

GLM-based Reserving Model
summary.MackChainLadder

Summary and print function for Mack-chain-ladder
summary.MunichChainLadder

Summary and print function for Munich-chain-ladder
triangle S3 Methods

Generic functions for triangles
residCov

Generic function for residCov and residCor
M3IR5

Run off triangle of claims data
ClarkLDF

Clark LDF method