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MRMR: Multivariate Regression Models for Reserving
Non-life runoff reserves may be analyzed using linear models. This generalizes the special cases of multiplicative chain ladder and the additive model. In addition, the package provides visual and statistical diagnostics to assess the quality of modeled link ratios.
Getting started
Browse package contents
Package details |
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| Author | Brian A. Fannin |
| Maintainer | Brian A. Fannin <FanninQED@Yahoo.com> |
| License | GPL (>= 2) |
| Version | 0.1.4 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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