CLRS 2016 Reserve Example"

In raw: R Actuarial Workshops

knitr::opts_chunk$set(echo = TRUE)

Executive Summary

• Executive point 1
• Executive point 2

Relevant Dates

The relevant dates for our analysis are as follows:

• Accounting date: r params$accountingDate
• Valuation date: r proj_info$valuationDate
• Information date: r proj_info$informationDate

Scope of analysis

The scope of our analysis is to State scope for r params$client.

Acknowledgement

Any questions related to this report should be directed to:

Consultant, Credentials (###) ###-####
[e-mail]

Other consultant, Credentials (###) ###-####
[e-mail]

my_packages <- list("dplyr", "magrittr", "lubridate", "htmlTable", "knitr", 
  "xtable", "ChainLadder", "scales", "highcharter")
sapply(X = my_packages, FUN = library, character.only = TRUE)

Data

The data underlying this analysis was provided by data provider. We downloaded the data on r format(Sys.time(), "%A, %b %d, %Y at %X").

We sumamrize that data in the table below:

Historical Loss Development

Paid Loss Development Experience

We present paid loss development experience in the triangle below.

Incurred Loss Development Experience

We present incurred loss development experience in the triangle below:

Obseravtions and Comments

In our review of the development experience, we noted the follwing:

• Note 1
• Note 2

Ultimate Loss Projections

Method 1

Method 2

Method 3

Comparison of Methods

R packages

We used the following R packagaes to develop this analysis:

• r citation()$textVersion -
• r citation('ChainLadder')$textVersion

lapply(my_packages, citation)

References

R Session Info

sessionInfo()

raw documentation built on Feb. 5, 2021, 5:07 p.m.