ChainLadder

27 Apr 2016

Go to Project Site Source code

ChainLadder is an R package providing methods and models which are typically used in insurance claims reserving, including:

Mack chain-ladder, Munich chain-ladder and Bootstrap models
General multivariate chain ladder-models
Loss development factor fitting and Cape Cod models
Generalized linear models
One year claims development result functions
Utility functions to:
convert tables into triangles and triangles into tables
convert cumulative into incremental and incremental into cumulative triangles
visualise triangles

For more information visit: https://mages.github.io/ChainLadder

reserving insurance ChainLadder