ChainLadder: Statistical methods for the calculation of outstanding claims reserves in general insurance

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, multivariate, and chain-ladder factor models (CLFM), as well as the loss development factor curve fitting methods of Dave Clark and generalised linear model based reserving models.

Version: 0.1.7
Depends: systemfit
Imports: Matrix, actuar, Hmisc, methods, stats, statmod, reshape2, MASS, lattice, grid, tweedie, utils
Suggests: RODBC, RUnit
Published: 2013-09-28
Author: Markus Gesmann [aut, cre], Daniel Murphy [aut], Wayne Zhang [aut]
Maintainer: Markus Gesmann <markus.gesmann at googlemail.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
Materials: NEWS
In views: Finance
CRAN checks: ChainLadder results

Downloads:

Reference manual: ChainLadder.pdf
Vignettes: ChainLadder: Claims reserving with R
Package source: ChainLadder_0.1.7.tar.gz
Windows binaries: r-devel: ChainLadder_0.1.7.zip, r-release: ChainLadder_0.1.7.zip, r-oldrel: ChainLadder_0.1.7.zip
OS X Snow Leopard binaries: r-release: ChainLadder_0.1.7.tgz, r-oldrel: ChainLadder_0.1.7.tgz
OS X Mavericks binaries: r-release: ChainLadder_0.1.7.tgz
Old sources: ChainLadder archive