Description Usage Arguments Details Value Examples
ChainLadder
applies the Chain Ladder method to a cumulated claim triangle.
1 | ChainLadder(triangle, weight = NA)
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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 |
Missing values are handled. They just need to be replaced by a NA.
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
1 | outputCL <- ChainLadder(triangleExampleEngland)
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