{ "_id": "6af6388db90b31e79afd6a6f", "Package": "baggingReserve", "Title": "Bagging and Regression Trees for Individual Claims Reserving", "Version": "0.2.0", "Authors@R": "c(\nperson(\"Jan\", \"Janoušek\", email = \"janousek@karlin.mff.cuni.cz\",\nrole = c(\"aut\", \"cre\"), comment = c(ORCID = \"0009-0007-3731-4416\")),\nperson(\"Michal\", \"Pešta\", email = \"pesta@karlin.mff.cuni.cz\", role = \"aut\",\ncomment = c(ORCID = \"0000-0001-5311-0797\")))", "Description": "Claim-level (individual) loss reserving in non-life\ninsurance, and the means to check claim-level reserves against\nthe payments that followed. A data contract turns a table of\nclaims and a table of payment transactions into a\nclaim-by-development-year panel at a valuation date; a\nrecursion engine completes the payment history of every\nreported claim one development year ahead, with plugged-in\nmeans or simulated payments, for regression trees, their\nbootstrap aggregation (bagging) and user-supplied learners;\npayments for incurred-but-not-reported claims are added from\nchain-ladder claim counts and the average predicted payment per\ndevelopment year; and back-tests score a prediction and a\nreference method such as the chain ladder against realised\npayments by calendar year and component. The default estimator\nis the method of Janoušek and Pešta (2025)\n, one regression tree per\ndevelopment year with bagging for replicate predictions, whose\nspread describes the bootstrap resampling variation of the\npredictions of (by default unpruned) trees, and an out-of-bag\ndiagnostic of the one-year regressions; for totals beyond next\nyear simulated instead of plugged-in completion is recommended.\nShips a reproducible synthetic individual-claims dataset\ngenerated with the individual claims simulator of Wang and\nWüthrich, built on 'SynthETIC'.", "License": "GPL (>= 3)", "URL": "https://github.com/HeirOfIsildur/baggingReserve", "BugReports": "https://github.com/HeirOfIsildur/baggingReserve/issues", "Config/testthat/edition": "3", "VignetteBuilder": "knitr, R.rsp", "Encoding": "UTF-8", "LazyData": "true", "LazyDataCompression": "xz", "Config/roxygen2/version": "8.1.0", "NeedsCompilation": "no", "Packaged": { "Date": "2026-11-12 22:01:55 UTC", "User": "root" }, "Author": "Jan Janoušek [aut, cre] (ORCID:\n), Michal Pešta [aut]\n(ORCID: )", "Maintainer": "Jan Janoušek ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-11-12 15:10:08 UTC", "RemoteUrl": "https://github.com/cran/baggingReserve", "RemoteRef": "HEAD", "RemoteSha": "760786b8fac3673a6e462086b14b6d650c200f20", "_user": "cran", "_type": "src", "_file": "baggingReserve_0.2.0.tar.gz", "_fileid": "https://r2.ropensci.org/015c74a2249b87e8743f63f5a18325b3126f0c085bca13a07239565e7f72c6e3", "_filesize": 2374921, "_sha256": "015c74a2249b87e8743f63f5a18325b3126f0c085bca13a07239565e7f72c6e3", "_expires": "2027-02-20T22:07:07.000Z", "_created": "2026-11-12T22:01:55.000Z", "_published": "2026-11-12T22:07:09.631Z", "_upstream": "https://github.com/cran/baggingReserve", "_status": "success", "_maintainer": { "name": "Jan Janoušek", "email": "janousek@karlin.mff.cuni.cz", "orcid": "0009-0007-3731-4416" }, "_jobs": [ { "job": 131524390458, "time": 167, "config": "linux-devel-x86_64", "r": 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