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.

Documentation

Manual: ChainLadder.pdf
Vignettes:

Maintainer: Markus Gesmann <markus.gesmann at googlemail.com>

Author(s): Markus Gesmann*, Daniel Murphy*, Yanwei (Wayne) Zhang*, Alessandro Carrato*, Giuseppe Crupi*, Christophe Dutang*, Arnaud Lacoume*, Arthur Charpentier*, Mario Wuthrich*, Fabio Concina*

Install package and any missing dependencies by running this line in your R console:

install.packages("ChainLadder")

Depends
Imports Matrix, actuar, methods, stats, reshape2, lattice, grid, tweedie, utils, systemfit, statmod, cplm(>=0.7-3), ggplot2, MASS
Suggests RUnit, knitr, rmarkdown
Enhances
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Package ChainLadder
Materials
URL https://github.com/mages/ChainLadder#chainladder
Task Views Finance
Version 0.2.4
Published 2017-01-01
License GPL (>= 2)
BugReports https://github.com/mages/ChainLadder/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks ChainLadder check results
Package source ChainLadder_0.2.4.tar.gz