The ChainLadder package provides various statistical
methods which are typically used for the estimation of
outstanding claims reserves in general insurance. The package
has implementations of the Mack, Munich, Bootstrap, and
multi-variate chain-ladder methods, as well as the loss
development factor curve fitting methods of Dave Clark and
generalised linear model based reserving models.
| Version: |
0.1.5-6 |
| Depends: |
cplm (≥ 0.6.1), lattice, grid, systemfit, MASS, utils |
| Imports: |
Matrix, actuar, Hmisc, methods, stats, statmod, reshape2, tweedie |
| Suggests: |
RODBC, RUnit |
| Published: |
2013-03-17 |
| Author: |
Markus Gesmann, Daniel Murphy and Wayne Zhang |
| Maintainer: |
Markus Gesmann <markus.gesmann at gmail.com> |
| BugReports: |
http://code.google.com/p/chainladder/issues/list |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://code.google.com/p/chainladder/ |
| NeedsCompilation: |
no |
| In views: |
Finance |
| CRAN checks: |
ChainLadder results |