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.

Version: 0.2.1
Imports: Matrix, actuar, methods, stats, reshape2, lattice, grid, tweedie, utils, systemfit, statmod
Suggests: RUnit, MASS
Published: 2015-07-11
Author: Markus Gesmann [aut, cre], Daniel Murphy [aut], Wayne Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [aut], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut]
Maintainer: Markus Gesmann <markus.gesmann at googlemail.com>
BugReports: https://github.com/mages/ChainLadder/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/mages/ChainLadder#chainladder
NeedsCompilation: no
Materials: README NEWS
In views: Finance
CRAN checks: ChainLadder results

Downloads:

Reference manual: ChainLadder.pdf
Vignettes: ChainLadder: Claims reserving with R
Package source: ChainLadder_0.2.1.tar.gz
Windows binaries: r-devel: ChainLadder_0.2.1.zip, r-release: ChainLadder_0.2.1.zip, r-oldrel: ChainLadder_0.2.1.zip
OS X Snow Leopard binaries: r-release: ChainLadder_0.2.1.tgz, r-oldrel: ChainLadder_0.2.0.tgz
OS X Mavericks binaries: r-release: ChainLadder_0.2.1.tgz
Old sources: ChainLadder archive