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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:

Reference manual: ChainLadder.pdf
Vignettes: ChainLadder: Claims reserving with R

Downloads:

Package source: ChainLadder_0.2.19.tar.gz
Windows binaries: r-devel: ChainLadder_0.2.19.zip, r-release: ChainLadder_0.2.19.zip, r-oldrel: ChainLadder_0.2.19.zip
macOS binaries: r-release (arm64): ChainLadder_0.2.19.tgz, r-oldrel (arm64): ChainLadder_0.2.19.tgz, r-release (x86_64): ChainLadder_0.2.19.tgz, r-oldrel (x86_64): ChainLadder_0.2.19.tgz
Old sources: ChainLadder archive

Reverse dependencies:

Reverse imports: apc, clmplus
Reverse suggests: raw

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ChainLadder to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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