ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance
Version 0.2.4

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.

Browse man pages Browse package API and functions Browse package files

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
URL https://github.com/mages/ChainLadder#chainladder
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ChainLadder")

Man pages

ABC: Run off triangle of accumulated claims data
as.LongTriangle: Convert Triangle from wide to long
ata: Calculate Age-to-Age Factors
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
ClarkCapeCod: Clark Cape Cod method
ClarkLDF: Clark LDF method
CLFMdelta: Find "selection consistent" values of delta
coef.ChainLadder: Extract residuals of a ChainLadder model
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
LRfunction: Calculate the Link Ratio Function
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.clark: Plot Clark method residuals
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
print.ata: Print Age-to-Age factors
print.clark: Print results of Clark methods
qpaid: Quarterly run off triangle of accumulated claims data
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.ata: Summary method for object of class 'ata'
summary.BootChainLadder: Methods for BootChainLadder objects
summary.clark: Summary methods for Clark 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
Table65: Functions to Reproduce Clark's Tables
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
vcov.clark: Covariance Matrix of Parameter Estimates - Clark's methods

Functions

$,MultiChainLadder-method Man page
$,MultiChainLadderSummary-method Man page
ABC Man page
B.aug Source code
Bcov.aug Source code
BootChainLadder Man page Source code
CDR Man page Source code
CDR.BootChainLadder Man page Source code
CDR.MackChainLadder Man page Source code
CDR.default Man page Source code
CLFMdelta Man page Source code
CL_MSEPs Source code
ChainLadder Man page
ChainLadder-package Man page
ClarkCapeCod Man page Source code
ClarkLDF Man page Source code
FitGMCL Source code
FitMCL Source code
G.loglogistic Source code
G.weibull Source code
GMCLFit-class Man page
GenIns Man page
GenInsLong Man page
Join2Fits Man page Source code
Join2Triangles Source code
JoinFitMse Man page Source code
LL.ODP Source code
LL.ODP.SIGMA2 Source code
LRdist Source code
LRfcnPair Source code
LRfcnPairD Source code
LRfunction Man page Source code
M2G.coefCov Source code
M3IR5 Man page
MCLFit-class Man page
MCLincurred Man page
MCLpaid Man page
MW2008 Man page
MW2014 Man page
Mack Source code
Mack.S.E Source code
MackChainLadder Man page Source code
MackRecursive.S.E Source code
Mortgage Man page
Mse Man page
Mse,GMCLFit,triangles-method Man page
Mse,MCLFit,triangles-method Man page
Mse-methods Man page
MultiChainLadder Man page Source code
MultiChainLadder-class Man page
MultiChainLadder2 Man page Source code
MultiChainLadderFit-class Man page
MultiChainLadderMse-class Man page
MultiChainLadderSummary-class Man page
MunichChainLadder Man page Source code
NullChar-class Man page
NullList-class Man page
NullNum-class Man page
PaidIncurredChain Man page Source code
RAA Man page
Table64 Man page Source code
Table65 Man page Source code
Table68 Man page Source code
TotalMack.S.E Source code
UKMotor Man page
USAAincurred Man page
USAApaid Man page
[,triangles,missing,numeric,logical-method Man page
[,triangles,missing,numeric,missing-method Man page
[,triangles,numeric,missing,logical-method Man page
[,triangles,numeric,missing,missing-method Man page
[,triangles,numeric,numeric,missing-method Man page
[<-,triangles,numeric,numeric,list-method Man page
[[,MultiChainLadder,character,missing-method Man page
[[,MultiChainLadder,numeric,missing-method Man page
[[,MultiChainLadderSummary,character,missing-method Man page
[[,MultiChainLadderSummary,numeric,missing-method Man page
add.zero Source code
allisnumeric Source code
approx.equal Source code
approxeq Source code
as.LongTriangle Man page Source code Source code
as.LongTriangle1 Source code
as.MatrixTriangle Source code
as.data.frame.triangle Man page Source code
as.triangle Man page Source code
as.triangle.data.frame Man page Source code
as.triangle.matrix Man page Source code
ata Man page Source code
auto Man page
backTestLatestIncremental Source code
cbind2,triangles,missing-method Man page
chainladder Man page Source code
chainladderWelcomeMessage Source code
checkTriangle Source code
checkWeights Source code
coef Source code
coef,MultiChainLadder-method Man page
coef.ChainLadder Man page Source code
coerce,list,triangles-method Man page
cor Source code
cum2incr Man page Source code
d2G.loglogisticdtheta2 Source code
d2G.weibulldtheta2 Source code
d2LL.ODPdt2 Source code
dG.loglogisticdtheta Source code
dG.weibulldtheta Source code
dLL.ODPdt Source code
dim,triangles-method Man page
ecov.aug Source code
errbar Source code
estimate.sigma Source code
expandArray Source code
fit_gamma Source code
fitted,MultiChainLadder-method Man page
getAvDFs Source code
getDiagonal Source code
getDiagonalIndexes Source code
getExpected Source code
getIncremental Source code
getIndivDFs Source code
getLatest Source code
getLatestCumulative Man page Source code
getMCLResiduals Source code
getNYCost Source code
getTriangleNextYear Source code
getUltDFs Source code
getUltimates Source code
glmReserve Man page Source code
incr2cum Man page Source code
latest Source code
left.tri Source code
liab Man page
makeCumulative Source code
mean.BootChainLadder Man page Source code
model.summary Source code
names,MultiChainLadder-method Man page
names,MultiChainLadderSummary-method Man page
ndex Source code
onAttach Source code
plot,MultiChainLadder,missing-method Man page
plot-methods Man page
plot.BootChainLadder Man page Source code
plot.MackChainLadder Man page Source code
plot.MunichChainLadder Man page Source code
plot.clark Man page Source code
plot.glmReserve Man page Source code
plot.triangle Man page Source code
plotBootstrapUltimates Source code
plotLatestIncremental Source code
predict,GMCLFit-method Man page
predict,MCLFit-method Man page
predict.ChainLadder Man page Source code
predict.TriangleModel Man page Source code
print.BootChainLadder Man page Source code
print.ClarkCapeCod Man page Source code
print.ClarkLDF Man page Source code
print.Mack Source code
print.MackChainLadder Man page Source code
print.MunichChainLadder Man page Source code
print.ata Man page Source code
print.clark Man page
print.glmReserve Man page Source code
print.triangle Source code
print.tweedieReserve Man page Source code
prn Source code
qincurred Man page
qpaid Man page
quantile.BootChainLadder Man page Source code
randomClaims Source code
rbind2,triangles,missing-method Man page
resid,MultiChainLadder-method Man page
resid.glmReserve Man page Source code
residCor Man page
residCor,MultiChainLadder-method Man page
residCor-methods Man page
residCov Man page
residCov,MultiChainLadder-method Man page
residCov-methods Man page
residuals,MultiChainLadder-method Man page
residuals.BootChainLadder Man page Source code
residuals.MackChainLadder Man page Source code
residuals.glmReserve Source code
rm.zero Source code
rnbinom.od Source code
rpois.od Source code
rstandard,MultiChainLadder-method Man page
sampleResiduals Source code
se.all Source code
se.ult Source code
show,MultiChainLadder-method Man page
show,MultiChainLadderSummary-method Man page
summary,MultiChainLadder-method Man page
summary-methods Man page
summary.BootChainLadder Man page Source code
summary.ClarkCapeCod Man page Source code
summary.ClarkLDF Man page Source code
summary.MackChainLadder Man page Source code
summary.MunichChainLadder Man page Source code
summary.ata Man page Source code
summary.glmReserve Man page Source code
summary.tweedieReserve Man page Source code
tail.E Source code
tail.SE Source code
tailfactor Source code
toList Source code
triangle Man page
triangles-class Man page
tweedieReserve Man page Source code
ultimate Source code
valid.triangles Source code
vcov,MultiChainLadder-method Man page
vcov.clark Man page Source code

Files

inst
inst/Database
inst/Database/ChainLadderTestData.mdb
inst/Database/TestData.csv
inst/Database/CreateTestData.R
inst/doc
inst/doc/ChainLadder.R
inst/doc/NEWS.R
inst/doc/ChainLadder.pdf
inst/doc/ChainLadder.Rnw
inst/doc/NEWS.Rmd
inst/doc/NEWS.html
inst/Images
inst/Images/MunichChainLadder_MCLpaid_MCLincurred.png
inst/Images/MackLattice.png
inst/Images/BootChainLadder_RAA.png
inst/Images/MackChainLadder_RAA.png
inst/unitTests
inst/unitTests/runit.MackChainLadder.R
inst/unitTests/runit.glmReserving.r
inst/unitTests/runit.getLatestCumulative.r
inst/unitTests/runit.tweedieReserve.R
inst/unitTests/runit.Triangles.r
inst/unitTests/runit.clark.r
inst/unitTests/runit.ChainLadder.R
inst/unitTests/runit.CLFMdelta.r
inst/unitTests/runTests.R
inst/SWord
inst/SWord/ChainLadder_SWord_Example.doc
inst/Excel
inst/Excel/ChainLadder_in_Excel.xls
tests
tests/doRUnit.R
NAMESPACE
demo
demo/ChainLadder.R
demo/DatabaseExamples.R
demo/MultiChainLadder.R
demo/clarkDemo.R
demo/MackChainLadder.R
demo/00Index
demo/MSOffice.R
NEWS
data
data/MCLpaid.RData
data/liab.RData
data/qpaid.RData
data/RAA.RData
data/MW2008.RData
data/USAApaid.RData
data/UKMotor.RData
data/MCLincurred.RData
data/MW2014.RData
data/Mortgage.RData
data/USAAincurred.RData
data/ABC.RData
data/GenInsLong.RData
data/GenIns.RData
data/M3IR5.RData
data/auto.RData
data/qincurred.RData
R
R/ChainLadder.R
R/clark.r
R/Triangles.R
R/MultiChainLadder.R
R/CDRMethods.R
R/MWChainLadder.R
R/tweedieReserve.R
R/BootstrapReserve.R
R/glmReserve.R
R/ata.r
R/getLatestCumulative.r
R/MackChainLadderFunctions.R
R/MunichChainLadderFunctions.R
R/CLFMdelta.r
R/zzz.R
R/PIC.R
vignettes
vignettes/RandDatabases.pdf
vignettes/ChainLadder.bib
vignettes/tweedieReserve.pdf
vignettes/glmReservePlot.png
vignettes/ChainLadder.Rnw
vignettes/SpreadsheetTriangle.png
vignettes/NEWS.Rmd
vignettes/ReservePlot.pdf
README.md
MD5
build
build/vignette.rds
DESCRIPTION
THANKS
man
man/summary-methods.Rd
man/summary.BootChainLadder.Rd
man/Table65.rd
man/ClarkLDF.Rd
man/coef.ChainLadder.rd
man/ChainLadder-package.Rd
man/plot-methods.Rd
man/plot.clark.rd
man/print.clark.rd
man/qpaid.rd
man/USAA.Rd
man/MultiChainLadderFit-class.Rd
man/JoinFitMse.Rd
man/Triangles.Rd
man/vcov.clark.rd
man/plot.MunichChainLadder.Rd
man/PaidIncurredChain.Rd
man/MW2008.Rd
man/predict.TriangleModel.Rd
man/MunichChainLadder.Rd
man/RAA.Rd
man/ata.rd
man/chainladder.Rd
man/auto.Rd
man/liab.Rd
man/as.LongTriangle.Rd
man/UKMotor.Rd
man/triangles-class.Rd
man/CLFMdelta.rd
man/getLatestCumulative.Rd
man/Mortgage.Rd
man/summary.MackChainLadder.Rd
man/glmReserve.Rd
man/tweedieMethods.Rd
man/LRfunction.rd
man/summary.MunichChainLadder.Rd
man/Join2Fits.Rd
man/MultiChainLadder-class.Rd
man/Mse-methods.Rd
man/print.ata.rd
man/BootChainLadder.Rd
man/MultiChainLadderSummary-class.Rd
man/residuals.MackChainLadder.Rd
man/ABC.Rd
man/MultiChainLadder.Rd
man/MCLpaid.Rd
man/plot.BootChainLadder.Rd
man/GenIns.Rd
man/residCov-methods.Rd
man/MackChainLadder.Rd
man/plot.MackChainLadder.Rd
man/MW2014.Rd
man/utilityfunctions.Rd
man/NullNum-class.Rd
man/MultiChainLadderMse-class.Rd
man/CDR.Rd
man/summary.clark.rd
man/summary.ata.rd
man/M3IR5.Rd
man/ClarkCapeCod.rd
man/tweedieReserve.Rd
ChainLadder documentation built on May 29, 2017, 2:08 p.m.