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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 2 years 18 weeks ago
ChainLadder 0.1.6 2 years 25 weeks ago
ChainLadder 0.1.5-6 2 years 46 weeks ago
ChainLadder 0.1.5-4 3 years 12 weeks ago
ChainLadder 0.1.5-2 3 years 45 weeks ago
ChainLadder 0.1.5-1 4 years 12 weeks ago
ChainLadder 0.1.5-0 4 years 23 weeks ago
ChainLadder 0.1.4-3.4 4 years 45 weeks ago
ChainLadder 0.1.4-3 5 years 2 weeks ago
ChainLadder 0.1.4-2 5 years 4 weeks ago
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