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ChainLadder

Statistical methods for the calculation of outstanding claims reserves in general insurance
Markus Gesmann [aut, cre], Daniel Murphy [aut], Wayne Zhang [aut]
GPL (>= 2)
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, multivariate, and chain-ladder factor models (CLFM), as well as the loss development factor curve fitting methods of Dave Clark and generalised linear model based reserving models.
Versions
Package Version Released
ChainLadder 0.1.7 28 weeks 6 days ago
ChainLadder 0.1.6 36 weeks 15 hours ago
ChainLadder 0.1.5-6 1 year 4 weeks ago
ChainLadder 0.1.5-4 1 year 22 weeks ago
ChainLadder 0.1.5-2 2 years 3 weeks ago
ChainLadder 0.1.5-1 2 years 22 weeks ago
ChainLadder 0.1.5-0 2 years 33 weeks ago
ChainLadder 0.1.4-3.4 3 years 3 weeks ago
ChainLadder 0.1.4-3 3 years 13 weeks ago
ChainLadder 0.1.4-2 3 years 15 weeks ago
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