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ChainLadder (version 0.1.7)

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

4,910

Version

0.1.7

License

GPL (>= 2)

Maintainer

Markus Gesmann

Last Published

September 28th, 2013

Functions in ChainLadder (0.1.7)

MCLpaid

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

Clark LDF method
MultiChainLadderFit-class

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

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

S4 Class "triangles"
plot.MunichChainLadder

Plot method for a MunichChainLadder object
MultiChainLadder

Multivariate Chain Ladder Models
BootChainLadder

Bootstrap-Chain-Ladder Model
plot.MackChainLadder

Plot method for a MackChainLadder object
ChainLadder-package

Various chain-ladder methods for claims reserving
M3IR5

Run off triangle of claims data
ABC

Run off triangle of accumulated claims data
summary.BootChainLadder

Methods for BootChainLadder objects
Mse-methods

Methods for Generic Function Mse
Cumulative and incremental triangles

Cumulative and incremental triangles
predict.TriangleModel

Prediction of a claims triangle
summary-methods

Methods for Function summary
MackChainLadder

Mack-Chain-Ladder Model
Join2Fits

Join Two Fitted MultiChainLadder Models
MultiChainLadderMse-class

Class "MultiChainLadderMse"
triangle S3 Methods

Generic functions for triangles
liab

Run off triangle of accumulated claim data
plot-MultiChainLadder

Methods for Function plot
RAA

Run off triangle of accumulated claims data
residCov

Generic function for residCov and residCor
MultiChainLadderSummary-class

Class "MultiChainLadderSummary"
auto

Run off triangle of accumulated claim data
GenIns

Run off triangle of claims data.
getLatestCumulative

Triangle information for most recent calendar period.
glmReserve

GLM-based Reserving Model
residuals.MackChainLadder

Extract residuals of a MackChainLadder model
MultiChainLadder-class

Class "MultiChainLadder" of Multivariate Chain Ladder Results
JoinFitMse

Join Model Fit and Mse Estimation
Mortgage

Run off triangle of accumulated claims data
chainladder

Estimate age-to-age factors
MunichChainLadder

Munich-chain-ladder Model
plot.BootChainLadder

Plot method for a BootChainLadder object
summary.MunichChainLadder

Summary and print function for Munich-chain-ladder
summary.MackChainLadder

Summary and print function for Mack-chain-ladder