ChainLadder (0.1.5-6)

Statistical methods for the calculation of outstanding claims reserves in general insurance.

http://code.google.com/p/chainladder/
http://cran.r-project.org/web/packages/ChainLadder

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.

Maintainer: Markus Gesmann
Author(s): Markus Gesmann, Daniel Murphy and Wayne Zhang

License: GPL (>= 2)

Uses: actuar, cplm, Hmisc, lattice, MASS, Matrix, reshape2, statmod, systemfit, tweedie, RODBC, RUnit
Reverse depends: favir
Reverse suggests: raw

Released over 6 years ago.