ProfileLadder

Authors Matúš Maciak, Rastislav Matúš, Ivan Mizera, Michal Pešta

Last update 10 January 2026

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

Software version identifier PACKAGES.rds, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.2.1, 0.2.2

Description

Functional claims reserving methods based on aggregated chain-ladder data, also known as a run-off triangle, implemented in three nonparametric algorithms (PARALLAX, REACT, and MACRAME) proposed in Maciak, Mizera, and Pešta (2022) <doi:10.1017/asb.2022.4>. Additional methods including permutation bootstrap for completed run-off triangles are also provided.

Cites work

FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

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