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

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Files in this package

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

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