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, and
multi-variate chain-ladder methods, as well as the loss
development factor curve fitting methods of Dave Clark and
generalised linear model based reserving models.
| Version: |
0.1.5-2 |
| Depends: |
Hmisc, lattice, Matrix, methods, stats, systemfit, MASS, RUnit, actuar, statmod, utils |
| Suggests: |
RODBC |
| Published: |
2012-03-25 |
| Author: |
Markus Gesmann, Daniel Murphy and Wayne Zhang |
| Maintainer: |
Markus Gesmann <markus.gesmann at gmail.com> |
| License: |
GPL (≥ 2) |
| URL: |
http://code.google.com/p/chainladder/ |
| In views: |
Finance |
| CRAN checks: |
ChainLadder results |