2008-02-11 Markus Gesmann * R/MackChainLadderFunctions.R: added function TotalMack.S.E function to estimate the overall standard error for the reserve. MackChainLadder gives now also the Total.Mack.S.E. back plus the estimate standard error for all individual age-to-age factors F.se. 2008-02-02 Markus Gesmann * R/MackChainLadderFunctions.R: Mack.S.E checks now which sigma>0 before log linear regression of sigma to estimate sigma[n-1] 2008-05-11 Markus Gesmann * inst/Excel/ChainLadder_in_Excel.xls uses now dynamic functions and shows how to call 'plot' from Excel * R/MackChainLadderFunctions.R: Changed labels Reserving to IBNR (=Incurred But Not Reported) 2008-05-19 Markus Gesmann * R/MackChainLadder.R Bug fix: Function Mack.S.E did not give F.se back, which is needed by TotalMack.S.E. Many thanks to Florian Leitenstorfer for reporting this issue. 2008-09-08 Markus Gesmann * R/MackChainLadder.R Prepared the functions Mack.S.E and Total.Mack.S.E to accept triangles with rows full of NA values. This might be useful for non quadratic triangles 2008-09-18 Markus Gesmann * R/MackChainLadder.R Included tail factor estimation. The function MackChainLadder has a new argument "tail" to either estimate the tail factor via a log-linear regression or to set it manually. * data/qpaid.RData, qincurred.RData Added examples of quarterly development triangles 2008-09-23 Markus Gesmann * R/BootstrapReserve.R Included all the functions for the BootChainLadder function. The BootChainLadder procedure provides a predictive distribution of reserves for a cumulative claims development triangle. * R/BootstrapReserve.R, MackChainLadder.R, MunichChainLadder The summary methods for MackChainLadder, MunichChainLadder, BootChainLadder give a list back with two elements "ByOrigin" and "Totals" * R/zzz.R Included a .onLoad function to produce a little meassage after the ChainLadder packge is loaded. * Excel/ChainLadder_in_Excel.xls Added new examples for BootChainLadder and how to use Rapply to call functions from the ChainLadder package. 2008-10-01 Markus Gesmann * The ChangeLog is now part of version control system on the project web-site under Google code.