Package: baggingReserve
Title: Bagging and Regression Trees for Individual Claims Reserving
Version: 0.2.0
Authors@R: c(
    person("Jan", "Janoušek", email = "janousek@karlin.mff.cuni.cz",
           role = c("aut", "cre"), comment = c(ORCID = "0009-0007-3731-4416")),
    person("Michal", "Pešta", email = "pesta@karlin.mff.cuni.cz", role = "aut",
           comment = c(ORCID = "0000-0001-5311-0797")))
Description: Claim-level (individual) loss reserving in non-life insurance, and the
    means to check claim-level reserves against the payments that followed. A data
    contract turns a table of claims and a table of payment transactions into a
    claim-by-development-year panel at a valuation date; a recursion engine
    completes the payment history of every reported claim one development year
    ahead, with plugged-in means or simulated payments, for regression trees, their
    bootstrap aggregation (bagging) and user-supplied learners; payments for
    incurred-but-not-reported claims are added from chain-ladder claim counts and
    the average predicted payment per development year; and back-tests score a
    prediction and a reference method such as the chain ladder against realised
    payments by calendar year and component. The default estimator is the method of
    Janoušek and Pešta (2025) <doi:10.1007/s00362-025-01715-9>, one regression tree
    per development year with bagging for replicate predictions, whose spread
    describes the bootstrap resampling variation of the predictions of (by default
    unpruned) trees, and an out-of-bag diagnostic of the one-year regressions; for
    totals beyond next year simulated instead of plugged-in completion is
    recommended. Ships a reproducible synthetic individual-claims dataset generated
    with the individual claims simulator of Wang and Wüthrich, built on 'SynthETIC'.
License: GPL (>= 3)
URL: https://github.com/HeirOfIsildur/baggingReserve
BugReports: https://github.com/HeirOfIsildur/baggingReserve/issues
Depends: R (>= 4.1)
Imports: codetools, graphics, parallel, rpart, rngtools, stats, utils,
        withr
Suggests: ChainLadder, knitr, R.rsp, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr, R.rsp
Encoding: UTF-8
LazyData: true
LazyDataCompression: xz
Config/roxygen2/version: 8.1.0
NeedsCompilation: no
Packaged: 2026-10-27 15:51:21 UTC; honza
Author: Jan Janoušek [aut, cre] (ORCID:
    <https://orcid.org/0009-0007-3731-4416>),
  Michal Pešta [aut] (ORCID: <https://orcid.org/0000-0001-5311-0797>)
Maintainer: Jan Janoušek <janousek@karlin.mff.cuni.cz>
Repository: CRAN
Date/Publication: 2026-11-12 15:10:08 UTC
Built: R 4.6.1; ; 2026-11-12 16:43:35 UTC; unix
