ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance

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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.

Author
Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei (Wayne) Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [aut], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut]
Date of publication
2016-10-21 10:32:27
Maintainer
Markus Gesmann <markus.gesmann@googlemail.com>
License
GPL (>= 2)
Version
0.2.3
URLs

View on CRAN

Man pages

ABC
Run off triangle of accumulated claims data
as.LongTriangle
Convert Triangle from wide to long
auto
Run off triangle of accumulated claim data
BootChainLadder
Bootstrap-Chain-Ladder Model
CDR
One year claims development result
chainladder
Estimate age-to-age factors
ChainLadder-package
Methods and Models for Claims Reserving
ClarkLDF
Clark LDF method
GenIns
Run off triangle of claims data.
getLatestCumulative
Triangle information for most recent calendar period.
glmReserve
GLM-based Reserving Model
Join2Fits
Join Two Fitted MultiChainLadder Models
JoinFitMse
Join Model Fit and Mse Estimation
liab
Run off triangle of accumulated claim data
M3IR5
Run off triangle of claims data
MackChainLadder
Mack-Chain-Ladder Model
MCLpaid
Run off triangles of accumulated paid and incurred claims...
Mortgage
Run off triangle of accumulated claims data
Mse-methods
Methods for Generic Function Mse
MultiChainLadder
Multivariate Chain Ladder Models
MultiChainLadder-class
Class "MultiChainLadder" of Multivariate Chain Ladder Results
MultiChainLadderFit-class
Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MultiChainLadderMse-class
Class "MultiChainLadderMse"
MultiChainLadderSummary-class
Class "MultiChainLadderSummary"
MunichChainLadder
Munich-chain-ladder Model
MW2008
Run-off claims triangle
MW2014
Run-off claims triangle
NullNum-class
Class "NullNum", "NullChar" and "NullList"
PaidIncurredChain
PaidIncurredChain
plot.BootChainLadder
Plot method for a BootChainLadder object
plot.MackChainLadder
Plot method for a MackChainLadder object
plot-methods
Methods for Function plot
plot.MunichChainLadder
Plot method for a MunichChainLadder object
predict.TriangleModel
Prediction of a claims triangle
RAA
Run off triangle of accumulated claims data
residCov-methods
Generic function for residCov and residCor
residuals.MackChainLadder
Extract residuals of a MackChainLadder model
summary.BootChainLadder
Methods for BootChainLadder objects
summary.MackChainLadder
Summary and print function for Mack-chain-ladder
summary-methods
Methods for Function summary
summary.MunichChainLadder
Summary and print function for Munich-chain-ladder
Triangles
Generic functions for triangles
triangles-class
S4 Class "triangles"
tweedieMethods
Reserve Risk Capital Report
tweedieReserve
Tweedie Stochastic Reserving Model
UKMotor
UK motor claims triangle
USAA
Example paid and incurred triangle data from CAS web site.
utilityfunctions
Cumulative and incremental triangles

Files in this package

ChainLadder
ChainLadder/inst
ChainLadder/inst/Database
ChainLadder/inst/Database/ChainLadderTestData.mdb
ChainLadder/inst/Database/TestData.csv
ChainLadder/inst/Database/CreateTestData.R
ChainLadder/inst/doc
ChainLadder/inst/doc/ChainLadder.R
ChainLadder/inst/doc/NEWS.R
ChainLadder/inst/doc/ChainLadder.pdf
ChainLadder/inst/doc/ChainLadder.Rnw
ChainLadder/inst/doc/NEWS.Rmd
ChainLadder/inst/doc/NEWS.html
ChainLadder/inst/Images
ChainLadder/inst/Images/MunichChainLadder_MCLpaid_MCLincurred.png
ChainLadder/inst/Images/MackLattice.png
ChainLadder/inst/Images/BootChainLadder_RAA.png
ChainLadder/inst/Images/MackChainLadder_RAA.png
ChainLadder/inst/unitTests
ChainLadder/inst/unitTests/runit.MackChainLadder.R
ChainLadder/inst/unitTests/runit.glmReserving.r
ChainLadder/inst/unitTests/runit.getLatestCumulative.r
ChainLadder/inst/unitTests/runit.tweedieReserve.R
ChainLadder/inst/unitTests/runit.Triangles.r
ChainLadder/inst/unitTests/runit.clark.r
ChainLadder/inst/unitTests/runit.ChainLadder.R
ChainLadder/inst/unitTests/runit.CLFMdelta.r
ChainLadder/inst/unitTests/runTests.R
ChainLadder/inst/SWord
ChainLadder/inst/SWord/ChainLadder_SWord_Example.doc
ChainLadder/inst/Excel
ChainLadder/inst/Excel/ChainLadder_in_Excel.xls
ChainLadder/tests
ChainLadder/tests/doRUnit.R
ChainLadder/NAMESPACE
ChainLadder/demo
ChainLadder/demo/ChainLadder.R
ChainLadder/demo/DatabaseExamples.R
ChainLadder/demo/MultiChainLadder.R
ChainLadder/demo/clarkDemo.R
ChainLadder/demo/MackChainLadder.R
ChainLadder/demo/00Index
ChainLadder/demo/MSOffice.R
ChainLadder/NEWS
ChainLadder/data
ChainLadder/data/MCLpaid.RData
ChainLadder/data/liab.RData
ChainLadder/data/qpaid.RData
ChainLadder/data/RAA.RData
ChainLadder/data/MW2008.RData
ChainLadder/data/USAApaid.RData
ChainLadder/data/UKMotor.RData
ChainLadder/data/MCLincurred.RData
ChainLadder/data/MW2014.RData
ChainLadder/data/Mortgage.RData
ChainLadder/data/USAAincurred.RData
ChainLadder/data/ABC.RData
ChainLadder/data/GenInsLong.RData
ChainLadder/data/GenIns.RData
ChainLadder/data/M3IR5.RData
ChainLadder/data/auto.RData
ChainLadder/data/qincurred.RData
ChainLadder/R
ChainLadder/R/ChainLadder.R
ChainLadder/R/clark.r
ChainLadder/R/Triangles.R
ChainLadder/R/MultiChainLadder.R
ChainLadder/R/CDRMethods.R
ChainLadder/R/MWChainLadder.R
ChainLadder/R/tweedieReserve.R
ChainLadder/R/BootstrapReserve.R
ChainLadder/R/glmReserve.R
ChainLadder/R/ata.r
ChainLadder/R/getLatestCumulative.r
ChainLadder/R/MackChainLadderFunctions.R
ChainLadder/R/MunichChainLadderFunctions.R
ChainLadder/R/CLFMdelta.r
ChainLadder/R/zzz.R
ChainLadder/R/PIC.R
ChainLadder/vignettes
ChainLadder/vignettes/RandDatabases.pdf
ChainLadder/vignettes/ChainLadder.bib
ChainLadder/vignettes/tweedieReserve.pdf
ChainLadder/vignettes/glmReservePlot.png
ChainLadder/vignettes/ChainLadder.Rnw
ChainLadder/vignettes/SpreadsheetTriangle.png
ChainLadder/vignettes/NEWS.Rmd
ChainLadder/vignettes/ReservePlot.pdf
ChainLadder/README.md
ChainLadder/MD5
ChainLadder/build
ChainLadder/build/vignette.rds
ChainLadder/DESCRIPTION
ChainLadder/THANKS
ChainLadder/man
ChainLadder/man/summary-methods.Rd
ChainLadder/man/summary.BootChainLadder.Rd
ChainLadder/man/Table65.rd
ChainLadder/man/ClarkLDF.Rd
ChainLadder/man/coef.ChainLadder.rd
ChainLadder/man/ChainLadder-package.Rd
ChainLadder/man/plot-methods.Rd
ChainLadder/man/plot.clark.rd
ChainLadder/man/print.clark.rd
ChainLadder/man/qpaid.rd
ChainLadder/man/USAA.Rd
ChainLadder/man/MultiChainLadderFit-class.Rd
ChainLadder/man/JoinFitMse.Rd
ChainLadder/man/Triangles.Rd
ChainLadder/man/vcov.clark.rd
ChainLadder/man/plot.MunichChainLadder.Rd
ChainLadder/man/PaidIncurredChain.Rd
ChainLadder/man/MW2008.Rd
ChainLadder/man/predict.TriangleModel.Rd
ChainLadder/man/MunichChainLadder.Rd
ChainLadder/man/RAA.Rd
ChainLadder/man/ata.rd
ChainLadder/man/chainladder.Rd
ChainLadder/man/auto.Rd
ChainLadder/man/liab.Rd
ChainLadder/man/as.LongTriangle.Rd
ChainLadder/man/UKMotor.Rd
ChainLadder/man/triangles-class.Rd
ChainLadder/man/CLFMdelta.rd
ChainLadder/man/getLatestCumulative.Rd
ChainLadder/man/Mortgage.Rd
ChainLadder/man/summary.MackChainLadder.Rd
ChainLadder/man/glmReserve.Rd
ChainLadder/man/tweedieMethods.Rd
ChainLadder/man/LRfunction.rd
ChainLadder/man/summary.MunichChainLadder.Rd
ChainLadder/man/Join2Fits.Rd
ChainLadder/man/MultiChainLadder-class.Rd
ChainLadder/man/Mse-methods.Rd
ChainLadder/man/print.ata.rd
ChainLadder/man/BootChainLadder.Rd
ChainLadder/man/MultiChainLadderSummary-class.Rd
ChainLadder/man/residuals.MackChainLadder.Rd
ChainLadder/man/ABC.Rd
ChainLadder/man/MultiChainLadder.Rd
ChainLadder/man/MCLpaid.Rd
ChainLadder/man/plot.BootChainLadder.Rd
ChainLadder/man/GenIns.Rd
ChainLadder/man/residCov-methods.Rd
ChainLadder/man/MackChainLadder.Rd
ChainLadder/man/plot.MackChainLadder.Rd
ChainLadder/man/MW2014.Rd
ChainLadder/man/utilityfunctions.Rd
ChainLadder/man/NullNum-class.Rd
ChainLadder/man/MultiChainLadderMse-class.Rd
ChainLadder/man/CDR.Rd
ChainLadder/man/summary.clark.rd
ChainLadder/man/summary.ata.rd
ChainLadder/man/M3IR5.Rd
ChainLadder/man/ClarkCapeCod.rd
ChainLadder/man/tweedieReserve.Rd