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Functional claims reserving methods based on aggregated chain-ladder data, also known as the run-off triangle (functional) development profiles, implemented in three nonparametric algorithms (PARALLAX, REACT, and MACRAME) proposed in Maciak, Mizera, and Pešta (2022) <doi:10.1017/asb.2022.4>.
| Version: | 0.1.1 |
| Depends: | R (≥ 4.0.0) |
| Imports: | ChainLadder (≥ 0.2.12), raw (≥ 0.1.8) |
| Published: | 2025-04-30 |
| DOI: | 10.32614/CRAN.package.ProfileLadder |
| Author: | Matúš Maciak [aut, cre], Rastislav Matúš [ctb], Ivan Mizera [aut], Michal Pešta [aut] |
| Maintainer: | Matúš Maciak <maciak at karlin.mff.cuni.cz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | ProfileLadder results |
| Reference manual: | ProfileLadder.pdf |
| Package source: | ProfileLadder_0.1.1.tar.gz |
| Windows binaries: | r-devel: ProfileLadder_0.1.1.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): ProfileLadder_0.1.1.tgz, r-oldrel (arm64): ProfileLadder_0.1.1.tgz, r-release (x86_64): ProfileLadder_0.1.1.tgz, r-oldrel (x86_64): ProfileLadder_0.1.1.tgz |
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These binaries (installable software) and packages are in development.
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