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


[Up] [Top]

Documentation for package ‘ChainLadder’ version 0.1.2-13

Help Pages

ChainLadder-package Various chain-ladder methods for claims reserving
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
BootChainLadder Bootstrap-Chain-Ladder Model
ChainLadder Various chain-ladder methods for claims reserving
chainladder Estimate age-to-age factors
cum2incr Cumulative and incremental triangles
GenIns Run off triangle of claims data.
GenInsLong Run off triangle of claims data.
incr2cum Cumulative and incremental triangles
M3IR5 Run off triangle of claims data
MackChainLadder Mack-Chain-Ladder Model
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
MunichChainLadder Munich-chain-ladder Model
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.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
residuals.BootChainLadder Methods for BootChainLadder objects
residuals.MackChainLadder Extract residuals of a MackChainLadder model
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