lrnv/mbmcl: Multi Boot Mack Chain Ladder boostrap the Braun model in claim reserving

This package contains functions to bootstrap the mack-chain ladder model with one-year objective, for multiple triangles simultaneously, and even handles the case of french builders insurance and PSNEM. It has been build in the framework of the actuarial thesis of the author. It's not meant to be published, just used to facilitate inside work.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("lrnv/mbmcl")
lrnv/mbmcl documentation built on June 24, 2018, 12:11 a.m.