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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: | 0.2.19 |
| Imports: | Matrix, actuar, methods, stats, lattice, grid, tweedie, utils, systemfit, statmod, cplm (≥ 0.7-3), ggplot2, MASS |
| Suggests: | RUnit, knitr, rmarkdown |
| Published: | 2024-07-21 |
| DOI: | 10.32614/CRAN.package.ChainLadder |
| Author: | Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei (Wayne) Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [ctb], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut], Eric Dal Moro [aut], Yuriy Krvavych [ctb], Vincent Goulet [ctb], Marco De Virgilis [ctb], Marco Spina [ctb] |
| 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://mages.github.io/ChainLadder/ |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | ActuarialScience, Finance |
| CRAN checks: | ChainLadder results |
| Reference manual: | ChainLadder.pdf |
| Vignettes: |
ChainLadder: Claims reserving with R |
| Package source: | ChainLadder_0.2.19.tar.gz |
| Windows binaries: | r-devel: ChainLadder_0.2.19.zip, r-release: ChainLadder_0.2.19.zip, r-oldrel: ChainLadder_0.2.19.zip |
| macOS binaries: | r-release (arm64): ChainLadder_0.2.19.tgz, r-oldrel (arm64): ChainLadder_0.2.19.tgz, r-release (x86_64): ChainLadder_0.2.19.tgz, r-oldrel (x86_64): ChainLadder_0.2.19.tgz |
| Old sources: | ChainLadder archive |
| Reverse imports: | apc, clmplus |
| Reverse suggests: | raw |
Please use the canonical form https://CRAN.R-project.org/package=ChainLadder to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.