README.md

ChainLadder

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

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.

Installation

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")

Usage

library(ChainLadder)
?ChainLadder
demo(ChainLadder)

See the ChainLadder package vignette for more details.

Citation

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

License

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

Creative Commons Licence 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.