Mack, Bootstrap, Munich and Multivariate-chain-ladder methods for insurance claims reserving


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Documentation for package ‘ChainLadder’ version 0.1.3-3

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ChainLadder-package Various chain-ladder methods for claims reserving
$,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
$,MultiChainLadderSummary-method Class "MultiChainLadderSummary"
ABC Run off triangle of accumulated claims data
as.data.frame.triangle Generic functions for triangles
as.triangle Generic functions for triangles
as.triangle.data.frame Generic functions for triangles
as.triangle.matrix Generic functions for triangles
auto Run off triangle of accumulated claim data
BootChainLadder Bootstrap-Chain-Ladder Model
cbind2,triangles,missing-method S4 Class "triangles"
ChainLadder Various chain-ladder methods for claims reserving
chainladder Estimate age-to-age factors
coef,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
coerce,list,triangles-method S4 Class "triangles"
cum2incr Cumulative and incremental triangles
dim,triangles-method S4 Class "triangles"
fitted,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
fitted.values,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
GenIns Run off triangle of claims data.
GenInsLong Run off triangle of claims data.
getLatestCumulative Triangle information for most recent calendar period.
GMCLFit-class Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
incr2cum Cumulative and incremental triangles
Join2Fits Join Two Fitted MultiChainLadder Models
JoinFitMse Join Model Fit and Mse Estimation
liab Run off triangle of accumulated claim data
M3IR5 Run off triangle of claims data
MackChainLadder Mack-Chain-Ladder Model
MCLFit-class Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MCLincurred Run off triangles of accumulated paid and incurred claims data.
MCLpaid Run off triangles of accumulated paid and incurred claims data.
mean.BootChainLadder Methods for BootChainLadder objects
Mortgage Run off triangle of accumulated claims data
Mse Methods for Generic Function Mse
Mse,GMCLFit,triangles-method Methods for Generic Function Mse
Mse,MCLFit,triangles-method Methods for Generic Function Mse
Mse-methods Methods for Generic Function Mse
MultiChainLadder Multivariate Chain Ladder Models
MultiChainLadder-class Class "MultiChainLadder" of Multivariate Chain Ladder Results
MultiChainLadderFit-class Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MultiChainLadderMse-class Class "MultiChainLadderMse"
MultiChainLadderSummary-class Class "MultiChainLadderSummary"
MunichChainLadder Munich-chain-ladder Model
names,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
names,MultiChainLadderSummary-method Class "MultiChainLadderSummary"
NullChar-class Class "NullNum", "NullChar" and "NullList"
NullList-class Class "NullNum", "NullChar" and "NullList"
NullNum-class Class "NullNum", "NullChar" and "NullList"
plot,MultiChainLadder,missing-method Methods for Function plot
plot-methods Methods for Function plot
plot.BootChainLadder Plot method for a BootChainLadder object
plot.MackChainLadder Plot method for a MackChainLadder object
plot.MunichChainLadder Plot method for a MunichChainLadder object
plot.triangle Generic functions for triangles
predict,GMCLFit-method Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
predict,MCLFit-method Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
predict.ChainLadder Prediction of a claims triangle
predict.TriangleModel Prediction of a claims triangle
print.BootChainLadder Methods for BootChainLadder objects
print.MackChainLadder Summary and print function for Mack-chain-ladder
print.MunichChainLadder Summary and print function for Munich-chain-ladder
qincurred Quarterly run off triangle of accumulated claims data
qpaid Quarterly run off triangle of accumulated claims data
quantile.BootChainLadder Methods for BootChainLadder objects
RAA Run off triangle of accumulated claims data
rbind2,triangles,missing-method S4 Class "triangles"
resid,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
residCor Generic function for residCov and residCor
residCor,MultiChainLadder-method Generic function for residCov and residCor
residCor-methods Generic function for residCov and residCor
residCov Generic function for residCov and residCor
residCov,MultiChainLadder-method Generic function for residCov and residCor
residCov-methods Generic function for residCov and residCor
residuals,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
residuals.BootChainLadder Methods for BootChainLadder objects
residuals.MackChainLadder Extract residuals of a MackChainLadder model
rstandard,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
show,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
show,MultiChainLadderSummary-method Class "MultiChainLadderSummary"
summary,MultiChainLadder-method Methods for Function summary
summary-methods Methods for Function summary
summary.BootChainLadder Methods for BootChainLadder objects
summary.MackChainLadder Summary and print function for Mack-chain-ladder
summary.MunichChainLadder Summary and print function for Munich-chain-ladder
triangle Generic functions for triangles
triangles-class S4 Class "triangles"
vcov,MultiChainLadder-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
[,triangles,missing,numeric,logical-method S4 Class "triangles"
[,triangles,missing,numeric,missing-method S4 Class "triangles"
[,triangles,numeric,missing,logical-method S4 Class "triangles"
[,triangles,numeric,missing,missing-method S4 Class "triangles"
[,triangles,numeric,numeric,missing-method S4 Class "triangles"
[<-,triangles,numeric,numeric,list-method S4 Class "triangles"
[[,MultiChainLadder,character,missing-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
[[,MultiChainLadder,numeric,missing-method Class "MultiChainLadder" of Multivariate Chain Ladder Results
[[,MultiChainLadderSummary,character,missing-method Class "MultiChainLadderSummary"
[[,MultiChainLadderSummary,numeric,missing-method Class "MultiChainLadderSummary"