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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 4 weeks ago
ChainLadder 0.1.6 1 year 11 weeks ago
ChainLadder 0.1.5-6 1 year 32 weeks ago
ChainLadder 0.1.5-4 1 year 50 weeks ago
ChainLadder 0.1.5-2 2 years 31 weeks ago
ChainLadder 0.1.5-1 2 years 50 weeks ago
ChainLadder 0.1.5-0 3 years 9 weeks ago
ChainLadder 0.1.4-3.4 3 years 31 weeks ago
ChainLadder 0.1.4-3 3 years 41 weeks ago
ChainLadder 0.1.4-2 3 years 43 weeks ago
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