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MRMR

Multivariate Regression Model for Reserving

MRMR has code to support analysis of property/casualty loss reserves and visual presentation of liability data. The focus is on the use of linear models (generalized and OLS) for modeling. At a future date, we expect to add support for database I/O for sample data and model results.

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Version

Install

install.packages('MRMR')

Monthly Downloads

31

Version

0.1.4

License

GPL (>= 2)

Maintainer

Last Published

July 16th, 2016

Functions in MRMR (0.1.4)

FormMeasureNames

Form measures
FitSerialCorrelation

Fit the serial correlation in a triangle
CreatePriors

Create priors
CreateIncrementals

Create incrementals
CompleteTriangle

CompleteTriangle
Friedland

Friedland data
CreateCumulative

Create cumulative
CreateOriginPeriods

CreateOriginPeriods
CreateDevelopmentLags

Create triangle development lags
CreateEvaluationDates

Create triangle evaluation dates
is.Triangle

is.Triangle
LatestDiagonal

LatestDiagonal
GetTriangleData

GetTriangleData
GetStochasticColumnNames

GetStochasticColumnNames
newTriangle

Create a Triangle object.
Mack

Mack data
PlotModelFactors

PlotModelFactors
newTriangleModel

Create a new TriangleModel object
Multiline

Multiline data
MRMR

Multivariate Regression Models for Reserving
plotTriangleModel

plotTriangleModel
ProjectToDate

ProjectToDate
TriangleModel-class

TriangleModel class
summaryTriangleModel

summaryTriangleModel
plotSerialCorrelation

Plot the serial correlation in a triangle
plotTriangle

plot.Triangle
TriangleProjection-class

TriangleProjection class
PlotModelGoF

PlotModelGoF
Triangle-class

Triangle class
PlotResiduals

PlotResiduals
TriangleProjection

TriangleProjection