Package: ChainLadder 0.2.21

Markus Gesmann

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.

Authors:Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei 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]

ChainLadder_0.2.21.tar.gz
ChainLadder_0.2.21.zip(r-4.7)ChainLadder_0.2.21.zip(r-4.6)ChainLadder_0.2.21.zip(r-4.5)
ChainLadder_0.2.21.tgz(r-4.6-any)ChainLadder_0.2.21.tgz(r-4.5-any)
ChainLadder_0.2.21.tar.gz(r-4.7-any)ChainLadder_0.2.21.tar.gz(r-4.6-any)
ChainLadder_0.2.21.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ChainLadder/json (API)

# Install 'ChainLadder' in R:

install.packages('ChainLadder', repos = c('https://mages.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mages/chainladder/issues

Pkgdown/docs site:https://mages.github.io

Datasets:

ABC - Run off triangle of accumulated claims data
auto - Run off triangle of accumulated claim data
AutoBI - Run off triangles of accumulated claim data
GenIns - Run off triangle of claims data.
GenInsLong - Run off triangle of claims data.
liab - Run off triangle of accumulated claim data
M3IR5 - Run off triangle of claims data
MCLincurred - Run off triangles of accumulated paid and incurred claims data.
MCLpaid - Run off triangles of accumulated paid and incurred claims data.
MedMal - Run off triangles of accumulated claim data
Mortgage - Run off triangle of accumulated claims data
MW2008 - Run-off claims triangle
MW2014 - Run-off claims triangle
qincurred - Quarterly run off triangle of accumulated claims data
qpaid - Quarterly run off triangle of accumulated claims data
RAA - Run off triangle of accumulated claims data
UKMotor - UK motor claims triangle
USAAincurred - Example paid and incurred triangle data from CAS web site.
USAApaid - Example paid and incurred triangle data from CAS web site.

On CRAN:

9.53 score 89 stars 2 packages 312 scripts 3.4k downloads 48 exports 81 dependencies

Last updated from:d8bd3e337c. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	198
source / vignettes	OK	224
linux-release-x86_64	OK	214
macos-release-arm64	OK	185
macos-oldrel-arm64	OK	181
windows-devel	OK	210
windows-release	OK	170
windows-oldrel	OK	211
wasm-release	OK	114

Exports:as.LongTriangle as.triangle ata BootChainLadder BS.paid.adj cbind2 CDR chainladder checkTriangleInflation ClarkCapeCod ClarkLDF CLFMdelta coef coerce cum2incr cyEffTest dfCorTest fitted getLatestCumulative glmReserve incr2cum inflateTriangle Join2Fits JoinFitMse LRfunction MackChainLadder Mse MultiChainLadder MultiChainLadder2 MunichChainLadder PaidIncurredChain plot predict QuantileIFRS17 rbind2 resid residCor residCov residuals rstandard show summary Table64 Table65 Table68 triangle tweedieReserve vcov

Dependencies:abind actuar backports biglm boot broom car carData cli coda colorspace cowplot cplm cpp11 DBI Deriv doBy dplyr expint farver forecast Formula fracdiff generics ggplot2 glue gtable isoband labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels mgcv microbenchmark minqa modelr nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig plyr purrr quantreg R6 rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas reshape2 rlang S7 sandwich scales SparseM statmod stringi stringr survival systemfit tibble tidyr tidyselect timeDate tweedie urca utf8 vctrs viridisLite withr zoo

ChainLadder: Claims reserving with R

Rendered fromChainLadder.Rmdusingknitr::rmarkdown

Last update: 2025-02-06
Started: 2020-12-14

Help page	Topics
Methods and Models for Claims Reserving	ChainLadder-package ChainLadder
Run off triangle of accumulated claims data	ABC
Convert Triangle from wide to long	as.LongTriangle
Calculate Age-to-Age Factors	ata
Run off triangle of accumulated claim data	auto
Run off triangles of accumulated claim data	AutoBI
Bootstrap-Chain-Ladder Model	BootChainLadder
Berquist-Sherman Paid Claim Development Adjustment	BS.paid.adj
One year claims development result	CDR CDR.BootChainLadder CDR.default CDR.MackChainLadder
Estimate age-to-age factors	chainladder
Check Y-o-Y Triangle Inflation Rates	checkTriangleInflation
Clark Cape Cod method	ClarkCapeCod
Clark LDF method	ClarkLDF
Find "selection consistent" values of delta	CLFMdelta
Extract residuals of a ChainLadder model	coef.ChainLadder
Cumulative and incremental triangles	cum2incr incr2cum
Testing for Calendar Year Effect	cyEffTest
Testing for Correlations between Subsequent Development Factors	dfCorTest
Run off triangle of claims data.	GenIns GenInsLong
Triangle information for most recent calendar period.	getLatestCumulative
GLM-based Reserving Model	glmReserve plot.glmReserve print.glmReserve resid.glmReserve summary.glmReserve
Inflate a Triangle based on an Inflation Rate	inflateTriangle
Join Two Fitted MultiChainLadder Models	Join2Fits
Join Model Fit and Mse Estimation	JoinFitMse
Run off triangle of accumulated claim data	liab
Calculate the Link Ratio Function	LRfunction
Run off triangle of claims data	M3IR5
Mack Chain-Ladder Model	MackChainLadder
Run off triangles of accumulated paid and incurred claims data.	MCLincurred MCLpaid
Run off triangles of accumulated claim data	MedMal
Run off triangle of accumulated claims data	Mortgage
Methods for Generic Function Mse	Mse Mse,GMCLFit,triangles-method Mse,MCLFit,triangles-method Mse-methods
Multivariate Chain-Ladder Models	MultiChainLadder MultiChainLadder2
Class "MultiChainLadder" of Multivariate Chain-Ladder Results	$,MultiChainLadder-method coef,MultiChainLadder-method fitted,MultiChainLadder-method MultiChainLadder-class names,MultiChainLadder-method resid,MultiChainLadder-method residuals,MultiChainLadder-method rstandard,MultiChainLadder-method show,MultiChainLadder-method vcov,MultiChainLadder-method [[,MultiChainLadder,character,missing-method [[,MultiChainLadder,numeric,missing-method
Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"	GMCLFit-class MCLFit-class MultiChainLadderFit-class predict,GMCLFit-method predict,MCLFit-method
Class "MultiChainLadderMse"	MultiChainLadderMse-class
Class "MultiChainLadderSummary"	$,MultiChainLadderSummary-method MultiChainLadderSummary-class names,MultiChainLadderSummary-method show,MultiChainLadderSummary-method [[,MultiChainLadderSummary,character,missing-method [[,MultiChainLadderSummary,numeric,missing-method
Munich-chain-ladder Model	MunichChainLadder
Run-off claims triangle	MW2008
Run-off claims triangle	MW2014
Class "NullNum", "NullChar" and "NullList"	NullChar-class NullList-class NullNum-class
PaidIncurredChain	PaidIncurredChain
Methods for Function plot	plot,MultiChainLadder,missing-method plot-methods
Plot method for a BootChainLadder object	plot.BootChainLadder
Plot method for a checkTriangleInflation object	plot.checkTriangleInflation
Plot Clark method residuals	plot.clark
Plot method for a cyEffTest object	plot.cyEffTest
Plot method for a dfCorTest object	plot.dfCorTest
Plot method for a MackChainLadder object	plot.MackChainLadder
Plot method for a MunichChainLadder object	plot.MunichChainLadder
Prediction of a claims triangle	predict.ChainLadder predict.TriangleModel
Print Age-to-Age factors	print.ata
Print function for a checkTriangleInflation object	print.checkTriangleInflation
Print results of Clark methods	print.clark print.ClarkCapeCod print.ClarkLDF
Print function for a cyEffTest object	print.cyEffTest
Print function for a dfCorTest object	print.dfCorTest
Quarterly run off triangle of accumulated claims data	qincurred qpaid
quantile function for Mack-chain-ladder	quantile.MackChainLadder
Quantile estimation for the IFRS 17 Risk Adjustment	QuantileIFRS17
Run off triangle of accumulated claims data	RAA
Generic function for residCov and residCor	residCor residCor,MultiChainLadder-method residCor-methods residCov residCov,MultiChainLadder-method residCov-methods
Extract residuals of a MackChainLadder model	residuals.MackChainLadder
Methods for Function summary	summary,MultiChainLadder-method summary-methods
Summary method for object of class 'ata'	summary.ata
Methods for BootChainLadder objects	mean.BootChainLadder print.BootChainLadder quantile.BootChainLadder residuals.BootChainLadder summary.BootChainLadder
Summary function for a checkTriangleInflation object	summary.checkTriangleInflation
Summary methods for Clark objects	summary.ClarkCapeCod summary.ClarkLDF
Summary function for a cyEffTest object	summary.cyEffTest
Summary function for a dfCorTest object	summary.dfCorTest
Summary and print function for Mack-chain-ladder	print.MackChainLadder summary.MackChainLadder
Summary and print function for Munich-chain-ladder	print.MunichChainLadder summary.MunichChainLadder
Functions to Reproduce Clark's Tables	Table64 Table65 Table68
Generic functions for triangles	as.data.frame.triangle as.triangle as.triangle.data.frame as.triangle.matrix plot.triangle triangle
S4 Class "triangles"	cbind2,triangles,missing-method coerce,list,triangles-method dim,triangles-method rbind2,triangles,missing-method triangles-class [,triangles,missing,numeric,logical-method [,triangles,missing,numeric,missing-method [,triangles,numeric,missing,logical-method [,triangles,numeric,missing,missing-method [,triangles,numeric,numeric,missing-method [<-,triangles,numeric,numeric,list-method
Tweedie Stochastic Reserving Model	tweedieReserve
Reserve Risk Capital Report	print.tweedieReserve summary.tweedieReserve
UK motor claims triangle	UKMotor
Example paid and incurred triangle data from CAS web site.	USAAincurred USAApaid
Covariance Matrix of Parameter Estimates - Clark's methods	vcov.clark

Package: ChainLadder 0.2.21

ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance

Citation

Development and contributors

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)