Methods and Models for Claims Reserving | ChainLadder-package ChainLadder |
Run off triangle of accumulated claims data | ABC |
Convert Triangle from wide to long | as.LongTriangle |
Calculate Age-to-Age Factors | ata |
Run off triangle of accumulated claim data | auto |
Run off triangles of accumulated claim data | AutoBI |
Bootstrap-Chain-Ladder Model | BootChainLadder |
Berquist-Sherman Paid Claim Development Adjustment | BS.paid.adj |
One year claims development result | CDR CDR.BootChainLadder CDR.default CDR.MackChainLadder |
Estimate age-to-age factors | chainladder |
Check Y-o-Y Triangle Inflation Rates | checkTriangleInflation |
Clark Cape Cod method | ClarkCapeCod |
Clark LDF method | ClarkLDF |
Find "selection consistent" values of delta | CLFMdelta |
Extract residuals of a ChainLadder model | coef.ChainLadder |
Cumulative and incremental triangles | cum2incr incr2cum |
Testing for Calendar Year Effect | cyEffTest |
Testing for Correlations between Subsequent Development Factors | dfCorTest |
Run off triangle of claims data. | GenIns GenInsLong |
Triangle information for most recent calendar period. | getLatestCumulative |
GLM-based Reserving Model | glmReserve plot.glmReserve print.glmReserve resid.glmReserve summary.glmReserve |
Inflate a Triangle based on an Inflation Rate | inflateTriangle |
Join Two Fitted MultiChainLadder Models | Join2Fits |
Join Model Fit and Mse Estimation | JoinFitMse |
Run off triangle of accumulated claim data | liab |
Calculate the Link Ratio Function | LRfunction |
Run off triangle of claims data | M3IR5 |
Mack Chain-Ladder Model | MackChainLadder |
Run off triangles of accumulated paid and incurred claims data. | MCLincurred MCLpaid |
Run off triangles of accumulated claim data | MedMal |
Run off triangle of accumulated claims data | Mortgage |
Methods for Generic Function Mse | Mse Mse,GMCLFit,triangles-method Mse,MCLFit,triangles-method Mse-methods |
Multivariate Chain-Ladder Models | MultiChainLadder MultiChainLadder2 |
Class "MultiChainLadder" of Multivariate Chain-Ladder Results | $,MultiChainLadder-method coef,MultiChainLadder-method fitted,MultiChainLadder-method MultiChainLadder-class names,MultiChainLadder-method resid,MultiChainLadder-method residuals,MultiChainLadder-method rstandard,MultiChainLadder-method show,MultiChainLadder-method vcov,MultiChainLadder-method [[,MultiChainLadder,character,missing-method [[,MultiChainLadder,numeric,missing-method |
Class "MultiChainLadderFit", "MCLFit" and "GMCLFit" | GMCLFit-class MCLFit-class MultiChainLadderFit-class predict,GMCLFit-method predict,MCLFit-method |
Class "MultiChainLadderMse" | MultiChainLadderMse-class |
Class "MultiChainLadderSummary" | $,MultiChainLadderSummary-method MultiChainLadderSummary-class names,MultiChainLadderSummary-method show,MultiChainLadderSummary-method [[,MultiChainLadderSummary,character,missing-method [[,MultiChainLadderSummary,numeric,missing-method |
Munich-chain-ladder Model | MunichChainLadder |
Run-off claims triangle | MW2008 |
Run-off claims triangle | MW2014 |
Class "NullNum", "NullChar" and "NullList" | NullChar-class NullList-class NullNum-class |
PaidIncurredChain | PaidIncurredChain |
Methods for Function plot | plot,MultiChainLadder,missing-method plot-methods |
Plot method for a BootChainLadder object | plot.BootChainLadder |
Plot method for a checkTriangleInflation object | plot.checkTriangleInflation |
Plot Clark method residuals | plot.clark |
Plot method for a cyEffTest object | plot.cyEffTest |
Plot method for a dfCorTest object | plot.dfCorTest |
Plot method for a MackChainLadder object | plot.MackChainLadder |
Plot method for a MunichChainLadder object | plot.MunichChainLadder |
Prediction of a claims triangle | predict.ChainLadder predict.TriangleModel |
Print Age-to-Age factors | print.ata |
Print function for a checkTriangleInflation object | print.checkTriangleInflation |
Print results of Clark methods | print.clark print.ClarkCapeCod print.ClarkLDF |
Print function for a cyEffTest object | print.cyEffTest |
Print function for a dfCorTest object | print.dfCorTest |
Quarterly run off triangle of accumulated claims data | qincurred qpaid |
quantile function for Mack-chain-ladder | quantile.MackChainLadder |
Quantile estimation for the IFRS 17 Risk Adjustment | QuantileIFRS17 |
Run off triangle of accumulated claims data | RAA |
Generic function for residCov and residCor | residCor residCor,MultiChainLadder-method residCor-methods residCov residCov,MultiChainLadder-method residCov-methods |
Extract residuals of a MackChainLadder model | residuals.MackChainLadder |
Methods for Function summary | summary,MultiChainLadder-method summary-methods |
Summary method for object of class 'ata' | summary.ata |
Methods for BootChainLadder objects | mean.BootChainLadder print.BootChainLadder quantile.BootChainLadder residuals.BootChainLadder summary.BootChainLadder |
Summary function for a checkTriangleInflation object | summary.checkTriangleInflation |
Summary methods for Clark objects | summary.ClarkCapeCod summary.ClarkLDF |
Summary function for a cyEffTest object | summary.cyEffTest |
Summary function for a dfCorTest object | summary.dfCorTest |
Summary and print function for Mack-chain-ladder | print.MackChainLadder summary.MackChainLadder |
Summary and print function for Munich-chain-ladder | print.MunichChainLadder summary.MunichChainLadder |
Functions to Reproduce Clark's Tables | Table64 Table65 Table68 |
Generic functions for triangles | as.data.frame.triangle as.triangle as.triangle.data.frame as.triangle.matrix plot.triangle triangle |
S4 Class "triangles" | cbind2,triangles,missing-method coerce,list,triangles-method dim,triangles-method rbind2,triangles,missing-method triangles-class [,triangles,missing,numeric,logical-method [,triangles,missing,numeric,missing-method [,triangles,numeric,missing,logical-method [,triangles,numeric,missing,missing-method [,triangles,numeric,numeric,missing-method [<-,triangles,numeric,numeric,list-method |
Tweedie Stochastic Reserving Model | tweedieReserve |
Reserve Risk Capital Report | print.tweedieReserve summary.tweedieReserve |
UK motor claims triangle | UKMotor |
Example paid and incurred triangle data from CAS web site. | USAAincurred USAApaid |
Covariance Matrix of Parameter Estimates - Clark's methods | vcov.clark |