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.

Install the latest version of this package by entering the following in R:
install.packages("ChainLadder")
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

Functions

ABC Man page
as.data.frame.triangle Man page
as.LongTriangle Man page
as.triangle Man page
as.triangle.data.frame Man page
as.triangle.matrix Man page
auto Man page
BootChainLadder Man page
cbind2,triangles,missing-method Man page
CDR Man page
CDR.BootChainLadder Man page
CDR.default Man page
CDR.MackChainLadder Man page
chainladder Man page
ChainLadder Man page
ChainLadder-package Man page
ClarkLDF Man page
coef,MultiChainLadder-method Man page
coerce,list,triangles-method Man page
cum2incr Man page
dim,triangles-method Man page
fitted,MultiChainLadder-method Man page
GenIns Man page
GenInsLong Man page
getLatestCumulative Man page
glmReserve Man page
GMCLFit-class Man page
incr2cum Man page
Join2Fits Man page
JoinFitMse Man page
liab Man page
M3IR5 Man page
MackChainLadder Man page
MCLFit-class Man page
MCLincurred Man page
MCLpaid Man page
mean.BootChainLadder Man page
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
MultiChainLadder2 Man page
[[,MultiChainLadder,character,missing-method Man page
MultiChainLadder-class Man page
MultiChainLadderFit-class Man page
$,MultiChainLadder-method Man page
MultiChainLadderMse-class Man page
[[,MultiChainLadder,numeric,missing-method Man page
[[,MultiChainLadderSummary,character,missing-method Man page
MultiChainLadderSummary-class Man page
$,MultiChainLadderSummary-method Man page
[[,MultiChainLadderSummary,numeric,missing-method Man page
MunichChainLadder Man page
MW2008 Man page
MW2014 Man page
names,MultiChainLadder-method Man page
names,MultiChainLadderSummary-method Man page
NullChar-class Man page
NullList-class Man page
NullNum-class Man page
PaidIncurredChain Man page
plot.BootChainLadder Man page
plot.glmReserve Man page
plot.MackChainLadder Man page
plot-methods Man page
plot,MultiChainLadder,missing-method Man page
plot.MunichChainLadder Man page
plot.triangle Man page
predict.ChainLadder Man page
predict,GMCLFit-method Man page
predict,MCLFit-method Man page
predict.TriangleModel Man page
print.BootChainLadder Man page
print.glmReserve Man page
print.MackChainLadder Man page
print.MunichChainLadder Man page
print.tweedieReserve Man page
quantile.BootChainLadder Man page
RAA Man page
rbind2,triangles,missing-method Man page
residCor Man page
residCor-methods Man page
residCor,MultiChainLadder-method Man page
residCov Man page
residCov-methods Man page
residCov,MultiChainLadder-method Man page
resid.glmReserve Man page
resid,MultiChainLadder-method Man page
residuals.BootChainLadder Man page
residuals.MackChainLadder Man page
residuals,MultiChainLadder-method Man page
rstandard,MultiChainLadder-method Man page
show,MultiChainLadder-method Man page
show,MultiChainLadderSummary-method Man page
summary.BootChainLadder Man page
summary.glmReserve Man page
summary.MackChainLadder Man page
summary-methods Man page
summary,MultiChainLadder-method Man page
summary.MunichChainLadder Man page
summary.tweedieReserve Man page
triangle Man page
triangles-class 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,list-method Man page
[,triangles,numeric,numeric,missing-method Man page
tweedieReserve Man page
UKMotor Man page
USAAincurred Man page
USAApaid Man page
vcov,MultiChainLadder-method Man page

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

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

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