ChainLadder

ChainLadder is an R package providing methods and models which are typically used in insurance claims reserving, including:

Installation

You can install the stable version from CRAN:

install.packages('ChainLadder')

To install the current development version from github you need the devtools package and the other packages on which ChainLadder depends:

install.packages(c("systemfit", "actuar", "Hmisc", "statmod", "tweedie", "cplm"))

To install ChainLadder run: s library(devtools) install_github("mages/ChainLadder")

Usage

library(ChainLadder)
?ChainLadder
demo(ChainLadder)

See the ChainLadder package vignettes for more details.

Citation

To cite package 'ChainLadder' in publications use:

Markus Gesmann, Daniel Murphy and Wayne Zhang (2014). ChainLadder: Statistical methods and models for the calculation of outstanding claims reserves in general insurance. R package version 0.1.8.

See also:

Markus Gesmann. Claims Reserving and IBNR. Computational Actuarial Science with R. 2014. Chapman and Hall/CRC

License

This package is free and open source software, licensed under GPL.

Creative Commons Licence
ChainLadder documentation by Markus Gesmann, Dan Murphy and Wayne Zhang is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.