ChainLadder

Statistical Methods and Models for Claims Reserving in General Insurance

Various statistical methods and models which are typically used for the estimation of outstanding claims reserves in general insurance, including those to estimate the claims development result as required under Solvency II.

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Package
ChainLadder
Type
Package
Title
Statistical Methods and Models for Claims Reserving in General Insurance
Version
0.2.8
Date
2018-11-12
Description
Various statistical methods and models which are typically used for the estimation of outstanding claims reserves in general insurance, including those to estimate the claims development result as required under Solvency II.
Imports
Matrix, actuar, methods, stats, lattice, grid, tweedie, utils, systemfit, statmod, cplm (>= 0.7-3), ggplot2, MASS
Suggests
RUnit, knitr, rmarkdown
VignetteBuilder
knitr
License
GPL (>= 2)
URL
BugReports
https://github.com/mages/ChainLadder/issues
LazyLoad
yes
LazyData
yes
NeedsCompilation
no
Packaged
2018-11-12 14:43:35 UTC; mages
Author
Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei (Wayne) Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [ctb], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut], Eric Dal Moro [aut], Yuriy Krvavych [ctb], Vincent Goulet [ctb]
Maintainer
Markus Gesmann
Repository
CRAN
Date/Publication
2018-11-12 15:50:11 UTC

install.packages('ChainLadder')

0.2.8

5 days ago

https://github.com/mages/ChainLadder#chainladder

Markus Gesmann

GPL (>= 2)

Imports

Matrix, actuar, methods, stats, lattice, grid, tweedie, utils, systemfit, statmod, cplm (>= 0.7-3), ggplot2, MASS

Suggests

RUnit, knitr, rmarkdown

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