ChainLadder

MaRDI QIDQ20893swMATHCRANFDO

Authors Markus Gesmann, Daniel Murphy, Yanwei Zhang, Alessandro Carrato, Mario Wuthrich, Fabio Concina, Eric dal Moro

Last update 27 June 2023

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.2.17, 0.1.1-1, 0.1.1-2, 0.1.1-3, 0.1.1-4, 0.1.1-5, 0.1.2-5, 0.1.2-6, 0.1.2-7, 0.1.2-8, 0.1.2-9, 0.1.2-10, 0.1.2-11, 0.1.2-13, 0.1.3-3, 0.1.3-4, 0.1.4-0, 0.1.4-2, 0.1.4-3.4, 0.1.4-3, 0.1.5-0, 0.1.5-1, 0.1.5-2, 0.1.5-4, 0.1.5-6, 0.1.6, 0.1.7, 0.1.8, 0.1.9, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.2.6, 0.2.7, 0.2.8, 0.2.9, 0.2.10, 0.2.11, 0.2.12, 0.2.13, 0.2.14, 0.2.15, 0.2.16, 0.2.18

Official website http://cran.r-project.org/web/packages/ChainLadder/index.html

Source code repository https://github.com/cran/ChainLadder

Description

Various statistical methods and models which are typically used for the estimation of outstanding claims reserves in general insurance, including those to estimate the claims development result as required under Solvency II.

Cited in

(16)

• actuar
• DCL
• apc
• Over-Dispersed Age-Period-Cohort Models
• lifecontingencies
• cplm
• The geometric chain-ladder
• Double chain ladder, claims development inflation and zero-claims
• Joint model prediction and application to individual-level loss reserving
• Generalized log-normal chain-ladder
• A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
• SynthETIC
• Efficient capital management using an internal model: a case of non-life insurance
• A general multivariate chain ladder model
• clmplus
• \texttt{SynthETIC}: an individual insurance claim simulator with feature control

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