MRMR: Multivariate Regression Models for Reserving

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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.

Author
Brian A. Fannin
Date of publication
2016-07-16 15:16:52
Maintainer
Brian A. Fannin <FanninQED@Yahoo.com>
License
GPL (>= 2)
Version
0.1.4

View on CRAN

Man pages

CompleteTriangle
CompleteTriangle
CreateCumulative
Create cumulative
CreateDevelopmentLags
Create triangle development lags
CreateEvaluationDates
Create triangle evaluation dates
CreateIncrementals
Create incrementals
CreateOriginPeriods
CreateOriginPeriods
CreatePriors
Create priors
FitSerialCorrelation
Fit the serial correlation in a triangle
FormMeasureNames
Form measures
Friedland
Friedland data
GetStochasticColumnNames
GetStochasticColumnNames
GetTriangleData
GetTriangleData
is.Triangle
is.Triangle
LatestDiagonal
LatestDiagonal
Mack
Mack data
MRMR
Multivariate Regression Models for Reserving
Multiline
Multiline data
newTriangle
Create a Triangle object.
newTriangleModel
Create a new TriangleModel object
PlotModelFactors
PlotModelFactors
PlotModelGoF
PlotModelGoF
PlotResiduals
PlotResiduals
plotSerialCorrelation
Plot the serial correlation in a triangle
plotTriangle
plot.Triangle
plotTriangleModel
plotTriangleModel
ProjectToDate
ProjectToDate
summaryTriangleModel
summaryTriangleModel
Triangle-class
Triangle class
TriangleModel-class
TriangleModel class
TriangleProjection
TriangleProjection
TriangleProjection-class
TriangleProjection class

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