ChainLadder: Chain Ladder
In ArnaudBu/ReservingLad: Reserving for Non Life Insurance
Description
Usage
Arguments
Details
Value
Examples
Description
ChainLadder applies the Chain Ladder method to a cumulated claim triangle.
Usage
1
ChainLadder(triangle, weight = NA)
Arguments
triangle
Cumulated triangle as a matrix
weight
Boolean matrix the same size of the triangle to tell if the value is to be considered: 1 for yes, 0 for no. First column is not considered
Details
Missing values are handled. They just need to be replaced by a NA.
Value
A list containing the following objects:
triangle: the input triangle
developedTriangle: the developed triangle
lambdas: the passing coefficients
ibnrByAccidentYear: ibnr reserve by accident year
ibnr: total ibnr reserve
Examples
1
outputCL <- ChainLadder(triangleExampleEngland)
ArnaudBu/ReservingLad documentation built on Sept. 21, 2021, 1:19 p.m.
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Description Usage Arguments Details Value Examples
Description
ChainLadder applies the Chain Ladder method to a cumulated claim triangle.
Usage
1 | ChainLadder(triangle, weight = NA)
|
Arguments
triangle |
Cumulated triangle as a matrix |
weight |
Boolean matrix the same size of the triangle to tell if the value is to be considered: 1 for yes, 0 for no. First column is not considered |
Details
Missing values are handled. They just need to be replaced by a NA.
Value
A list containing the following objects:
triangle: the input triangle
developedTriangle: the developed triangle
lambdas: the passing coefficients
ibnrByAccidentYear: ibnr reserve by accident year
ibnr: total ibnr reserve
Examples
1 | outputCL <- ChainLadder(triangleExampleEngland)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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