Package: baggingReserve
Title: Bagging and Regression Trees for Individual Claims Reserving
Version: 0.2.0
Authors@R: c(
    person("Jan", "Janoušek", email = "janousek@karlin.mff.cuni.cz",
           role = c("aut", "cre"), comment = c(ORCID = "0009-0007-3731-4416")),
    person("Michal", "Pešta", email = "pesta@karlin.mff.cuni.cz", role = "aut",
           comment = c(ORCID = "0000-0001-5311-0797")))
Description: Claim-level (individual) loss reserving in non-life
        insurance, and the means to check claim-level reserves against
        the payments that followed. A data contract turns a table of
        claims and a table of payment transactions into a
        claim-by-development-year panel at a valuation date; a
        recursion engine completes the payment history of every
        reported claim one development year ahead, with plugged-in
        means or simulated payments, for regression trees, their
        bootstrap aggregation (bagging) and user-supplied learners;
        payments for incurred-but-not-reported claims are added from
        chain-ladder claim counts and the average predicted payment per
        development year; and back-tests score a prediction and a
        reference method such as the chain ladder against realised
        payments by calendar year and component. The default estimator
        is the method of Janoušek and Pešta (2025)
        <doi:10.1007/s00362-025-01715-9>, one regression tree per
        development year with bagging for replicate predictions, whose
        spread describes the bootstrap resampling variation of the
        predictions of (by default unpruned) trees, and an out-of-bag
        diagnostic of the one-year regressions; for totals beyond next
        year simulated instead of plugged-in completion is recommended.
        Ships a reproducible synthetic individual-claims dataset
        generated with the individual claims simulator of Wang and
        Wüthrich, built on 'SynthETIC'.
License: GPL (>= 3)
URL: https://github.com/HeirOfIsildur/baggingReserve
BugReports: https://github.com/HeirOfIsildur/baggingReserve/issues
Depends: R (>= 4.1)
Imports: codetools, graphics, parallel, rpart, rngtools, stats, utils,
        withr
Suggests: ChainLadder, knitr, R.rsp, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr, R.rsp
Encoding: UTF-8
LazyData: true
LazyDataCompression: xz
Config/roxygen2/version: 8.1.0
NeedsCompilation: no
Packaged: 2026-11-12 22:01:55 UTC; root
Author: Jan Janoušek [aut, cre] (ORCID:
        <https://orcid.org/0009-0007-3731-4416>), Michal Pešta [aut]
        (ORCID: <https://orcid.org/0000-0001-5311-0797>)
Maintainer: Jan Janoušek <janousek@karlin.mff.cuni.cz>
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