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ChainLadder (version 0.2.0)

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, including those to estimate the claims development result as required under Solvency II.

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Version

Install

install.packages('ChainLadder')

Monthly Downloads

4,706

Version

0.2.0

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

March 4th, 2015

Functions in ChainLadder (0.2.0)

MultiChainLadderFit-class

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

Methods for BootChainLadder objects
GenIns

Run off triangle of claims data.
summary.MackChainLadder

Summary and print function for Mack-chain-ladder
glmReserve

GLM-based Reserving Model
BootChainLadder

Bootstrap-Chain-Ladder Model
ABC

Run off triangle of accumulated claims data
summary-methods

Methods for Function summary
NullNum-class

Class "NullNum", "NullChar" and "NullList"
liab

Run off triangle of accumulated claim data
predict.TriangleModel

Prediction of a claims triangle
getLatestCumulative

Triangle information for most recent calendar period.
MultiChainLadderSummary-class

Class "MultiChainLadderSummary"
residCov

Generic function for residCov and residCor
plot.MackChainLadder

Plot method for a MackChainLadder object
MultiChainLadder

Multivariate Chain Ladder Models
Mortgage

Run off triangle of accumulated claims data
ClarkLDF

Clark LDF method
MultiChainLadder-class

Class "MultiChainLadder" of Multivariate Chain Ladder Results
plot.MunichChainLadder

Plot method for a MunichChainLadder object
MCLpaid

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

S4 Class "triangles"
plot.BootChainLadder

Plot method for a BootChainLadder object
triangle S3 Methods

Generic functions for triangles
Cumulative and incremental triangles

Cumulative and incremental triangles
auto

Run off triangle of accumulated claim data
UKMotor

UK motor claims triangle
MW2008

Run-off claims triangle
MackChainLadder

Mack-Chain-Ladder Model
RAA

Run off triangle of accumulated claims data
Join2Fits

Join Two Fitted MultiChainLadder Models
chainladder

Estimate age-to-age factors
residuals.MackChainLadder

Extract residuals of a MackChainLadder model
MunichChainLadder

Munich-chain-ladder Model
ChainLadder-package

Methods and Models for Claims Reserving
JoinFitMse

Join Model Fit and Mse Estimation
tweedieReserve

Tweedie Stochastic Reserving Model
CDR

One year claims development result
M3IR5

Run off triangle of claims data
MW2014

Run-off claims triangle
tweedieReserve methods

Reserve Risk Capital Report
summary.MunichChainLadder

Summary and print function for Munich-chain-ladder
plot-MultiChainLadder

Methods for Function plot
MultiChainLadderMse-class

Class "MultiChainLadderMse"
Mse-methods

Methods for Generic Function Mse