ChainLadder is an R package providing methods and models which are typically used in insurance claims reserving, including:

- Mack chain-ladder, Munich chain-ladder and Bootstrap models
- General multivariate chain ladder-models
- Loss development factor fitting and Cape Cod models
- Generalized linear models
- One year claims development result functions
- Utility functions to:
- convert tables into triangles and triangles into tables
- convert cumulative into incremental and incremental into cumulative triangles
- visualise triangles

David Hindley has created a Shiny App, which provides and interface to many of the ChainLadder package functions to accompany his book on *Claims Reserving in General Insurance*.

You can install the stable version from CRAN:

```
install.packages('ChainLadder', dependencies = TRUE)
```

To install the current development version from github you need the devtools package and the other packages on which ChainLadder depends and links to:

```
install.packages(c("actuar", "cplm", "grid", "ggplot2", "knitr", "lattice", "Matrix", "MASS", "reshape2", "rmarkdown", "RUnit", "systemfit", "statmod", "tweedie"))
```

To install ChainLadder run:

```
library(devtools)
install_github("mages/ChainLadder")
```

```
library(ChainLadder)
?ChainLadder
demo(ChainLadder)
```

See the ChainLadder package vignette for more details.

To cite package 'ChainLadder' in publications see the output of:

```
citation(package="ChainLadder")
```

See also:

Markus Gesmann. Claims Reserving and IBNR. Computational Actuarial Science with R. 2014. Chapman and Hall/CRC

This package is free and open source software, licensed under GPL.

ChainLadder documentation is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

edalmoro/ChainLadderQuantileV1 documentation built on Oct. 1, 2018, 12:23 a.m.

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