Claims Reserving under the Double Chain Ladder Model

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) |

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