The ChainLadder package provides 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.
| Version: |
0.1.8 |
| Depends: |
systemfit |
| Imports: |
Matrix, actuar, Hmisc, methods, stats, statmod, reshape2, MASS, lattice, grid, tweedie, utils |
| Suggests: |
RUnit |
| Published: |
2014-08-23 |
| Author: |
Markus Gesmann [aut, cre],
Daniel Murphy [aut],
Wayne Zhang [aut] |
| Maintainer: |
Markus Gesmann <markus.gesmann at googlemail.com> |
| BugReports: |
http://code.google.com/p/chainladder/issues/list |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://code.google.com/p/chainladder/ |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
Finance |
| CRAN checks: |
ChainLadder results |