ChainLadder is an R package providing methods and models which are typically used in insurance claims reserving, including:
You can install the stable version from CRAN:
install.packages('ChainLadder', dependencies = TRUE)
You can also install the package via the Github repository:
# install.package("remotes") # In case you have not installed it. remotes::install_github("mages/ChainLadder", dependencies = TRUE)
library(ChainLadder) ?ChainLadder demo(ChainLadder)
See the ChainLadder package vignette for more details.
To cite package 'ChainLadder' in publications see the output of:
Markus Gesmann. Claims Reserving and IBNR. Computational Actuarial Science with R. 2014. Chapman and Hall/CRC
This package is free and open source software, licensed under GPL.
ChainLadder documentation is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
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