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ProfileLadder: Functional Profile Chain Ladder for Claims Reserving
Functional claims reserving methods based on aggregated chain-ladder data, also known as the run-off triangle (functional) development profiles, implemented in three nonparametric algorithms (PARALLAX, REACT, and MACRAME) proposed in Maciak, Mizera, and Pešta (2022) <doi:10.1017/asb.2022.4>.
Getting started
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Package details |
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| Author | Matúš Maciak [aut, cre], Rastislav Matúš [ctb], Ivan Mizera [aut], Michal Pešta [aut] |
| Maintainer | Matúš Maciak <maciak@karlin.mff.cuni.cz> |
| License | GPL (>= 2) |
| Version | 0.1.3 |
| Package repository | View on CRAN |
| Installation |
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