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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 43 weeks 6 days ago
ChainLadder 0.1.6 51 weeks 6 hours ago
ChainLadder 0.1.5-6 1 year 19 weeks ago
ChainLadder 0.1.5-4 1 year 37 weeks ago
ChainLadder 0.1.5-2 2 years 18 weeks ago
ChainLadder 0.1.5-1 2 years 37 weeks ago
ChainLadder 0.1.5-0 2 years 48 weeks ago
ChainLadder 0.1.4-3.4 3 years 18 weeks ago
ChainLadder 0.1.4-3 3 years 28 weeks ago
ChainLadder 0.1.4-2 3 years 30 weeks ago
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