Statistical Methods and Models for Claims Reserving in General Insurance

ABC | Run off triangle of accumulated claims data |

as.LongTriangle | Convert Triangle from wide to long |

ata | Calculate Age-to-Age Factors |

auto | Run off triangle of accumulated claim data |

BootChainLadder | Bootstrap-Chain-Ladder Model |

CDR | One year claims development result |

chainladder | Estimate age-to-age factors |

ChainLadder-package | Methods and Models for Claims Reserving |

ClarkCapeCod | Clark Cape Cod method |

ClarkLDF | Clark LDF method |

CLFMdelta | Find "selection consistent" values of delta |

coef.ChainLadder | Extract residuals of a ChainLadder model |

GenIns | Run off triangle of claims data. |

getLatestCumulative | Triangle information for most recent calendar period. |

glmReserve | GLM-based Reserving Model |

Join2Fits | Join Two Fitted MultiChainLadder Models |

JoinFitMse | Join Model Fit and Mse Estimation |

liab | Run off triangle of accumulated claim data |

LRfunction | Calculate the Link Ratio Function |

M3IR5 | Run off triangle of claims data |

MackChainLadder | Mack-Chain-Ladder Model |

MCLpaid | Run off triangles of accumulated paid and incurred claims... |

Mortgage | Run off triangle of accumulated claims data |

Mse-methods | Methods for Generic Function Mse |

MultiChainLadder | Multivariate Chain Ladder Models |

MultiChainLadder-class | Class "MultiChainLadder" of Multivariate Chain Ladder Results |

MultiChainLadderFit-class | Class "MultiChainLadderFit", "MCLFit" and "GMCLFit" |

MultiChainLadderMse-class | Class "MultiChainLadderMse" |

MultiChainLadderSummary-class | Class "MultiChainLadderSummary" |

MunichChainLadder | Munich-chain-ladder Model |

MW2008 | Run-off claims triangle |

MW2014 | Run-off claims triangle |

NullNum-class | Class "NullNum", "NullChar" and "NullList" |

PaidIncurredChain | PaidIncurredChain |

plot.BootChainLadder | Plot method for a BootChainLadder object |

plot.clark | Plot Clark method residuals |

plot.MackChainLadder | Plot method for a MackChainLadder object |

plot-methods | Methods for Function plot |

plot.MunichChainLadder | Plot method for a MunichChainLadder object |

predict.TriangleModel | Prediction of a claims triangle |

print.ata | Print Age-to-Age factors |

print.clark | Print results of Clark methods |

qpaid | Quarterly run off triangle of accumulated claims data |

RAA | Run off triangle of accumulated claims data |

residCov-methods | Generic function for residCov and residCor |

residuals.MackChainLadder | Extract residuals of a MackChainLadder model |

summary.ata | Summary method for object of class 'ata' |

summary.BootChainLadder | Methods for BootChainLadder objects |

summary.clark | Summary methods for Clark objects |

summary.MackChainLadder | Summary and print function for Mack-chain-ladder |

summary-methods | Methods for Function summary |

summary.MunichChainLadder | Summary and print function for Munich-chain-ladder |

Table65 | Functions to Reproduce Clark's Tables |

Triangles | Generic functions for triangles |

triangles-class | S4 Class "triangles" |

tweedieMethods | Reserve Risk Capital Report |

tweedieReserve | Tweedie Stochastic Reserving Model |

UKMotor | UK motor claims triangle |

USAA | Example paid and incurred triangle data from CAS web site. |

utilityfunctions | Cumulative and incremental triangles |

vcov.clark | Covariance Matrix of Parameter Estimates - Clark's methods |

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