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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 1 year 3 weeks ago
ChainLadder 0.1.6 1 year 10 weeks ago
ChainLadder 0.1.5-6 1 year 31 weeks ago
ChainLadder 0.1.5-4 1 year 49 weeks ago
ChainLadder 0.1.5-2 2 years 29 weeks ago
ChainLadder 0.1.5-1 2 years 49 weeks ago
ChainLadder 0.1.5-0 3 years 7 weeks ago
ChainLadder 0.1.4-3.4 3 years 29 weeks ago
ChainLadder 0.1.4-3 3 years 39 weeks ago
ChainLadder 0.1.4-2 3 years 41 weeks ago
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