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

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.

AuthorMarkus 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 publication2017-01-01 13:15:13
MaintainerMarkus Gesmann <markus.gesmann@googlemail.com>
LicenseGPL (>= 2)
Version0.2.4
https://github.com/mages/ChainLadder#chainladder

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.