https://github.com/mages/ChainLadder
Claims reserving models in R
https://github.com/mages/ChainLadder
Last synced: 3 months ago
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Claims reserving models in R
- Host: GitHub
- URL: https://github.com/mages/ChainLadder
- Owner: mages
- Created: 2014-05-18T07:12:06.000Z (almost 11 years ago)
- Default Branch: master
- Last Pushed: 2024-07-22T06:49:46.000Z (7 months ago)
- Last Synced: 2024-11-10T11:45:10.057Z (3 months ago)
- Language: R
- Homepage: https://mages.github.io/ChainLadder/
- Size: 40 MB
- Stars: 78
- Watchers: 27
- Forks: 63
- Open Issues: 24
-
Metadata Files:
- Readme: README.md
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README
# ChainLadder
[](https://github.com/mages/ChainLadder/actions)
[](https://cran.r-project.org/package=ChainLadder) [](https://cran.r-project.org/package=ChainLadder)
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 a Python claims reserving package visit [chainladder-python](https://github.com/casact/chainladder-python#readme).
## Installation
You can install the stable version from
[CRAN](https://cran.r-project.org/package=ChainLadder):
```s
install.packages('ChainLadder', dependencies = TRUE)
```
You can also install the package via the Github repository:
```s
# install.package("remotes") # In case you have not installed it.
remotes::install_github("mages/ChainLadder", dependencies = TRUE)
```
## Get started
```s
library(ChainLadder)
?ChainLadder
demo(ChainLadder)
```
See the ChainLadder package [vignette](https://mages.github.io/ChainLadder/articles/ChainLadder.html) for more details.
## Citation
To cite package 'ChainLadder' in publications see the output of:
```s
citation(package="ChainLadder")
```
See also:
Markus Gesmann. Claims Reserving and IBNR. [Computational Actuarial Science
with R](https://www.routledge.com/Computational-Actuarial-Science-with-R/Charpentier/p/book/9781466592599). 2014. Chapman and Hall/CRC
## License
This package is free and open source software, licensed under [GPL](https://www.gnu.org/copyleft/gpl.html).
ChainLadder documentation is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.