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: |
0.1.9 |
| Depends: |
systemfit |
| Imports: |
Matrix, actuar, Hmisc, methods, stats, statmod, reshape2, MASS, lattice, grid, tweedie, utils |
| Suggests: |
RUnit |
| Published: |
2014-12-20 |
| 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 |