chainLadder: Classical chain-ladder model.
In jonascrevecoeur/hirem: Hierarchical reserving models
Description
This function implements the classic chain ladder method on a cumulative run-off triangle.
Usage
1
chainLadder(triangle, is_cumulatif = FALSE)
Arguments
triangle
The run-off triangle. The rows are the reporting years (or occurrence years), the columns the development years.
is_cumulatif
Logical. Is the input triangle a cumulative run-off triangle? If 'FALSE', the cumulutive run-off triangle is constructed using the incremental input run-off triangle.
jonascrevecoeur/hirem documentation built on Dec. 14, 2021, 3 p.m.
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Description
This function implements the classic chain ladder method on a cumulative run-off triangle.
Usage
1 | chainLadder(triangle, is_cumulatif = FALSE)
|
Arguments
triangle |
The run-off triangle. The rows are the reporting years (or occurrence years), the columns the development years. |
is_cumulatif |
Logical. Is the input triangle a cumulative run-off triangle? If 'FALSE', the cumulutive run-off triangle is constructed using the incremental input run-off triangle. |
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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