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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "baggingReserve" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'baggingReserve: Bagging and Regression Trees for Individual Claims Reserving'
version: 0.2.0
doi: 10.1007/s00362-025-01715-9
abstract: 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) <https://doi.org/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'.
authors:
- family-names: Janoušek
  given-names: Jan
  email: janousek@karlin.mff.cuni.cz
  orcid: https://orcid.org/0009-0007-3731-4416
- family-names: Pešta
  given-names: Michal
  email: pesta@karlin.mff.cuni.cz
  orcid: https://orcid.org/0000-0001-5311-0797
preferred-citation:
  type: article
  title: Bagging and Regression Trees in Individual Claims Reserving
  authors:
  - family-names: Janoušek
    given-names: Jan
    email: janousek@karlin.mff.cuni.cz
    orcid: https://orcid.org/0009-0007-3731-4416
  - family-names: Pešta
    given-names: Michal
    email: pesta@karlin.mff.cuni.cz
    orcid: https://orcid.org/0000-0001-5311-0797
  journal: Statistical Papers
  year: '2025'
  volume: '66'
  issue: '4'
  doi: 10.1007/s00362-025-01715-9
  start: '89'
repository: https://cran.r-universe.dev
repository-code: https://github.com/HeirOfIsildur/baggingReserve
commit: 760786b8fac3673a6e462086b14b6d650c200f20
url: https://github.com/HeirOfIsildur/baggingReserve
date-released: '2026-11-12'
contact:
- family-names: Janoušek
  given-names: Jan
  email: janousek@karlin.mff.cuni.cz
  orcid: https://orcid.org/0009-0007-3731-4416
references:
- type: manual
  title: 'baggingReserve: Bagging and Regression Trees for Individual Claims Reserving'
  authors:
  - family-names: Janoušek
    given-names: Jan
    email: janousek@karlin.mff.cuni.cz
    orcid: https://orcid.org/0009-0007-3731-4416
  - family-names: Pešta
    given-names: Michal
    email: pesta@karlin.mff.cuni.cz
    orcid: https://orcid.org/0000-0001-5311-0797
  year: '2026'
  notes: R package version 0.2.0
  url: https://github.com/HeirOfIsildur/baggingReserve