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: |
0.2.19 |
| 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 |
Documentation:
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