Man pages for DCL
Claims Reserving under the Double Chain Ladder Model

AggregateSwitch to a higher level of aggregation
bdcl.estimationParameter estimation - DCL model using the BDCL method
clmClassical Chain Ladder Method
dcl.bootBootstrap distribution: the full cashflow
dcl.boot.priorBootstrap distribution (the full cashflow) adding prior...
dcl.estimationParameter estimation - Double Chain Ladder model
DCL-packageClaims Reserving under the Double Chain Ladder Model
dcl.predictPointwise predictions (RBNS/IBNR split)
dcl.predict.priorPointwise predictions (RBNS/IBNR split) adding prior...
extract.priorExtracting information about zero-claims and severity...
get.cumulativeCumulative triangle
get.incrementalIncremental triangle
idcl.estimationParameter estimation - DCL model reproducing the incurred...
ItriangleBDCLIncurred data (BDCL example)
NpaidPriorNumber of non-zero payments (adding prior knowledge example)
NtriangleBDCLNumber of reported claims (BDCL example)
NtriangleDCLNumber of reported claims (DCL example)
NtrianglePriorNumber of reported claims (adding prior knowledge example)
Plot.cashflowPlotting the full cashflow (bootstrap distribution)
Plot.clm.parPlotting the estimated chain ladder parameters
Plot.dcl.parPlotting the estimated parameters in the DCL model
Plot.trianglePlotting an incremental run-off triangle
validating.incurredBack-test: testing against the experience
XtriangleBDCLPaid data (BDCL example)
XtriangleDCLPaid data (DCL example)
XtrianglePriorPaid data (adding prior knowledge example)
DCL documentation built on May 29, 2017, 1:04 p.m.