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.

AuthorBrian A. Fannin
Date of publication2016-07-16 15:16:52
MaintainerBrian A. Fannin <FanninQED@Yahoo.com>
LicenseGPL (>= 2)
Version0.1.4

View on CRAN

Functions

CompleteTriangle Man page
CreateCumulative Man page
CreateDevelopmentLags Man page
CreateEvaluationDates Man page
CreateIncrementals Man page
CreateOriginPeriods Man page
CreatePriors Man page
FitSerialCorrelation Man page
FormMeasureNames Man page
Friedland Man page
GetStochasticColumnNames Man page
GetTriangleData Man page
is.Triangle Man page
LatestDiagonal Man page
Mack Man page
MRMR Man page
MRMR-package Man page
Multiline Man page
newTriangle Man page
newTriangleModel Man page
PlotModelFactors Man page
PlotModelGoF Man page
PlotResiduals Man page
plotSerialCorrelation Man page
plotTriangle Man page
plotTriangleModel Man page
ProjectToDate Man page
summaryTriangleModel Man page
Triangle-class Man page
TriangleModel-class Man page
TriangleProjection Man page
TriangleProjection-class Man page

Files

MRMR
MRMR/inst
MRMR/inst/tests
MRMR/inst/tests/test-TriangleConstruction.R
MRMR/tests
MRMR/tests/test-all.R
MRMR/NAMESPACE
MRMR/demo
MRMR/demo/Friedland.R
MRMR/demo/00Index
MRMR/NEWS
MRMR/data
MRMR/data/Mack.rda
MRMR/data/Multiline.rda
MRMR/data/Friedland.rda
MRMR/R
MRMR/R/PlotModelFactors.R MRMR/R/TriangleProjection.R MRMR/R/CreateDevelopmentLags.R MRMR/R/CreateEvaluationDates.R MRMR/R/GetTriangleData.R MRMR/R/Help.R MRMR/R/PlotTriangleModel.R MRMR/R/CompleteTriangle.R MRMR/R/data.R MRMR/R/PlotTriangle.R MRMR/R/SummaryTriangleModel.R MRMR/R/ProjectToDev.R MRMR/R/LatestDiagonal.R MRMR/R/TriangleAdjustMeasures.R MRMR/R/SerialCorrelation.R MRMR/R/TriangleModel.R MRMR/R/CreateOriginPeriods.R MRMR/R/ProjectValues.R MRMR/R/TriangleMeta.R MRMR/R/PlotModelGoF.R MRMR/R/ProjectToDate.R MRMR/R/Triangle.R MRMR/R/PlotResiduals.R
MRMR/README.md
MRMR/MD5
MRMR/DESCRIPTION
MRMR/man
MRMR/man/FormMeasureNames.Rd MRMR/man/Mack.Rd MRMR/man/CreateIncrementals.Rd MRMR/man/Friedland.Rd MRMR/man/LatestDiagonal.Rd MRMR/man/plotTriangle.Rd MRMR/man/newTriangleModel.Rd MRMR/man/PlotModelGoF.Rd MRMR/man/is.Triangle.Rd MRMR/man/PlotResiduals.Rd MRMR/man/CreateOriginPeriods.Rd MRMR/man/TriangleProjection-class.Rd MRMR/man/plotSerialCorrelation.Rd MRMR/man/CreateCumulative.Rd MRMR/man/CreateEvaluationDates.Rd MRMR/man/summaryTriangleModel.Rd MRMR/man/Multiline.Rd MRMR/man/Triangle-class.Rd MRMR/man/PlotModelFactors.Rd MRMR/man/newTriangle.Rd MRMR/man/FitSerialCorrelation.Rd MRMR/man/GetStochasticColumnNames.Rd MRMR/man/CreatePriors.Rd MRMR/man/CompleteTriangle.Rd MRMR/man/GetTriangleData.Rd MRMR/man/CreateDevelopmentLags.Rd MRMR/man/ProjectToDate.Rd MRMR/man/MRMR.Rd MRMR/man/TriangleModel-class.Rd MRMR/man/plotTriangleModel.Rd MRMR/man/TriangleProjection.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.