Statistical modelling and forecasting in claims reserving in non-life insurance under the Double Chain Ladder framework by Martinez-Miranda, Nielsen and Verrall (2012).

Author | Maria Dolores Martinez-Miranda, Jens Perch Nielsen and Richard Verrall |

Date of publication | 2013-10-25 07:16:10 |

Maintainer | Maria Dolores Martinez-Miranda <mmiranda@ugr.es> |

License | GPL-2 |

Version | 0.1.0 |

**Aggregate:** Switch to a higher level of aggregation

**bdcl.estimation:** Parameter estimation - DCL model using the BDCL method

**clm:** Classical Chain Ladder Method

**dcl.boot:** Bootstrap distribution: the full cashflow

**dcl.boot.prior:** Bootstrap distribution (the full cashflow) adding prior...

**dcl.estimation:** Parameter estimation - Double Chain Ladder model

**DCL-package:** Claims Reserving under the Double Chain Ladder Model

**dcl.predict:** Pointwise predictions (RBNS/IBNR split)

**dcl.predict.prior:** Pointwise predictions (RBNS/IBNR split) adding prior...

**extract.prior:** Extracting information about zero-claims and severity...

**get.cumulative:** Cumulative triangle

**get.incremental:** Incremental triangle

**idcl.estimation:** Parameter estimation - DCL model reproducing the incurred...

**ItriangleBDCL:** Incurred data (BDCL example)

**NpaidPrior:** Number of non-zero payments (adding prior knowledge example)

**NtriangleBDCL:** Number of reported claims (BDCL example)

**NtriangleDCL:** Number of reported claims (DCL example)

**NtrianglePrior:** Number of reported claims (adding prior knowledge example)

**Plot.cashflow:** Plotting the full cashflow (bootstrap distribution)

**Plot.clm.par:** Plotting the estimated chain ladder parameters

**Plot.dcl.par:** Plotting the estimated parameters in the DCL model

**Plot.triangle:** Plotting an incremental run-off triangle

**validating.incurred:** Back-test: testing against the experience

**XtriangleBDCL:** Paid data (BDCL example)

**XtriangleDCL:** Paid data (DCL example)

**XtrianglePrior:** Paid data (adding prior knowledge example)

DCL

DCL/NAMESPACE

DCL/data

DCL/data/XtriangleBDCL.rda

DCL/data/NpaidPrior.rda

DCL/data/NtrianglePrior.rda

DCL/data/XtrianglePrior.rda

DCL/data/ItriangleBDCL.rda

DCL/data/XtriangleDCL.rda

DCL/data/NtriangleBDCL.rda

DCL/data/NtriangleDCL.rda

DCL/R

DCL/R/Plot.dcl.par.R
DCL/R/dcl.boot.prior.R
DCL/R/idcl.estimation.R
DCL/R/dcl.estimation.R
DCL/R/dcl.predict.R
DCL/R/Plot.clm.par.R
DCL/R/Plot.cashflow.R
DCL/R/Aggregate.R
DCL/R/dcl.predict.prior.R
DCL/R/get.incremental.R
DCL/R/bdcl.estimation.R
DCL/R/get.cumulative.R
DCL/R/Plot.triangle.R
DCL/R/validating.incurred.R
DCL/R/clm.R
DCL/R/extract.prior.R
DCL/R/dcl.boot.R
DCL/MD5

DCL/DESCRIPTION

DCL/man

DCL/man/Plot.triangle.Rd
DCL/man/validating.incurred.Rd
DCL/man/dcl.boot.prior.Rd
DCL/man/dcl.boot.Rd
DCL/man/ItriangleBDCL.Rd
DCL/man/extract.prior.Rd
DCL/man/NtriangleDCL.Rd
DCL/man/clm.Rd
DCL/man/bdcl.estimation.Rd
DCL/man/get.cumulative.Rd
DCL/man/Plot.cashflow.Rd
DCL/man/XtriangleBDCL.Rd
DCL/man/get.incremental.Rd
DCL/man/XtrianglePrior.Rd
DCL/man/NpaidPrior.Rd
DCL/man/dcl.estimation.Rd
DCL/man/XtriangleDCL.Rd
DCL/man/NtrianglePrior.Rd
DCL/man/DCL-package.Rd
DCL/man/Plot.dcl.par.Rd
DCL/man/dcl.predict.prior.Rd
DCL/man/Plot.clm.par.Rd
DCL/man/idcl.estimation.Rd
DCL/man/dcl.predict.Rd
DCL/man/NtriangleBDCL.Rd
DCL/man/Aggregate.Rd
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