# ChainLadder v0.2.9

Monthly downloads

## Statistical Methods and Models for Claims Reserving in General Insurance

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.

## Readme

# ChainLadder

ChainLadder is an R package providing methods and models which are typically used in insurance claims reserving, including:

- Mack chain-ladder, Munich chain-ladder and Bootstrap models
- General multivariate chain ladder-models
- Loss development factor fitting and Cape Cod models
- Generalized linear models
- One year claims development result functions
- Utility functions to:
- convert tables into triangles and triangles into tables
- convert cumulative into incremental and incremental into cumulative triangles
- visualise triangles

David Hindley has created a Shiny App, which provides and interface to many of the ChainLadder package functions to accompany his book on *Claims Reserving in General Insurance*.

## Installation

You can install the stable version from CRAN:

```
install.packages('ChainLadder', dependencies = TRUE)
```

To install the current development version from github you need the devtools package and the other packages on which ChainLadder depends and links to:

```
install.packages(c("actuar", "cplm", "grid", "ggplot2", "knitr", "lattice", "Matrix", "MASS", "rmarkdown", "RUnit", "systemfit", "statmod", "tweedie"))
```

To install ChainLadder run:

```
library(devtools)
install_github("mages/ChainLadder")
```

## Usage

```
library(ChainLadder)
?ChainLadder
demo(ChainLadder)
```

See the ChainLadder package vignette for more details.

## Citation

To cite package 'ChainLadder' in publications see the output of:

```
citation(package="ChainLadder")
```

See also:

Markus Gesmann. Claims Reserving and IBNR. Computational Actuarial Science with R. 2014. Chapman and Hall/CRC

## License

This package is free and open source software, licensed under GPL.

ChainLadder documentation is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

## Functions in ChainLadder

Name | Description | |

ABC | Run off triangle of accumulated claims data | |

Mortgage | Run off triangle of accumulated claims data | |

Mse-methods | Methods for Generic Function Mse | |

Join2Fits | Join Two Fitted MultiChainLadder Models | |

MultiChainLadderSummary-class | Class "MultiChainLadderSummary" | |

MunichChainLadder | Munich-chain-ladder Model | |

JoinFitMse | Join Model Fit and Mse Estimation | |

UKMotor | UK motor claims triangle | |

MW2014 | Run-off claims triangle | |

USAA triangle | Example paid and incurred triangle data from CAS web site. | |

plot.MackChainLadder | Plot method for a MackChainLadder object | |

CDR | One year claims development result | |

CLFMdelta | Find "selection consistent" values of delta | |

plot.MunichChainLadder | Plot method for a MunichChainLadder object | |

MackChainLadder | Mack Chain-Ladder Model | |

LRfunction | Calculate the Link Ratio Function | |

M3IR5 | Run off triangle of claims data | |

triangles-class | S4 Class "triangles" | |

tweedieReserve methods | Reserve Risk Capital Report | |

Table65 | Functions to Reproduce Clark's Tables | |

MultiChainLadderFit-class | Class "MultiChainLadderFit", "MCLFit" and "GMCLFit" | |

ClarkLDF | Clark LDF method | |

MultiChainLadderMse-class | Class "MultiChainLadderMse" | |

triangle S3 Methods | Generic functions for triangles | |

auto | Run off triangle of accumulated claim data | |

as.LongTriangle | Convert Triangle from wide to long | |

chainladder | Estimate age-to-age factors | |

ata | Calculate Age-to-Age Factors | |

plot.clark | Plot Clark method residuals | |

predict.TriangleModel | Prediction of a claims triangle | |

print.ata | Print Age-to-Age factors | |

print.clark | Print results of Clark methods | |

summary-methods | Methods for Function summary | |

summary.BootChainLadder | Methods for BootChainLadder objects | |

vcov.clark | Covariance Matrix of Parameter Estimates -- Clark's methods | |

residCov | Generic function for residCov and residCor | |

residuals.MackChainLadder | Extract residuals of a MackChainLadder model | |

GenIns | Run off triangle of claims data. | |

MCLpaid | Run off triangles of accumulated paid and incurred claims data. | |

MW2008 | Run-off claims triangle | |

Cumulative and incremental triangles | Cumulative and incremental triangles | |

tweedieReserve | Tweedie Stochastic Reserving Model | |

QuantileIFRS17 | Quantile estimation for the IFRS 17 Risk Adjustment | |

RAA | Run off triangle of accumulated claims data | |

coef.ChainLadder | Extract residuals of a ChainLadder model | |

ChainLadder-package | Methods and Models for Claims Reserving | |

ClarkCapeCod | Clark Cape Cod method | |

MultiChainLadder-class | Class "MultiChainLadder" of Multivariate Chain-Ladder Results | |

MultiChainLadder | Multivariate Chain-Ladder Models | |

getLatestCumulative | Triangle information for most recent calendar period. | |

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

PaidIncurredChain | PaidIncurredChain | |

glmReserve | GLM-based Reserving Model | |

liab | Run off triangle of accumulated claim data | |

plot-MultiChainLadder | Methods for Function plot | |

plot.BootChainLadder | Plot method for a BootChainLadder object | |

summary.ata | Summary method for object of class 'ata' | |

qpaid | Quarterly run off triangle of accumulated claims data | |

quantile.MackChainLadder | quantile function for Mack-chain-ladder | |

summary.clark | Summary methods for Clark objects | |

summary.MackChainLadder | Summary and print function for Mack-chain-ladder | |

summary.MunichChainLadder | Summary and print function for Munich-chain-ladder | |

BootChainLadder | Bootstrap-Chain-Ladder Model | |

No Results! |

## Vignettes of ChainLadder

Name | ||

ChainLadder.Rnw | ||

ChainLadder.bib | ||

NEWS.Rmd | ||

RandDatabases.pdf | ||

ReservePlot.pdf | ||

SpreadsheetTriangle.png | ||

glmReservePlot.png | ||

tweedieReserve.pdf | ||

No Results! |

## Last month downloads

## Details

Type | Package |

Date | 2018-12-06 |

VignetteBuilder | knitr |

License | GPL (>= 2) |

URL | https://github.com/mages/ChainLadder#chainladder |

BugReports | https://github.com/mages/ChainLadder/issues |

LazyLoad | yes |

LazyData | yes |

NeedsCompilation | no |

Packaged | 2018-12-06 09:03:32 UTC; mages |

Repository | CRAN |

Date/Publication | 2018-12-06 22:40:03 UTC |

imports | actuar , cplm (>= 0.7-3) , ggplot2 , grid , lattice , MASS , Matrix , methods , statmod , stats , systemfit , tweedie , utils |

suggests | knitr , rmarkdown , RUnit |

Contributors | Arnaud Lacoume, Arthur Charpentier, Christophe Dutang, Daniel Murphy, Alessandro Carrato, Fabio Concina, Wayne Zhang, Vincent Goulet, Giuseppe Crupi, Eric Dal Moro, Yuriy Krvavych, Mario Wuthrich |

#### Include our badge in your README

```
[![Rdoc](http://www.rdocumentation.org/badges/version/ChainLadder)](http://www.rdocumentation.org/packages/ChainLadder)
```