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

Package details

AuthorBrian A. Fannin
MaintainerBrian A. Fannin <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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MRMR documentation built on May 2, 2019, 2:08 a.m.