The package provides Mack-, Munich-, Bootstrap, and
Multivariate-chain-ladder methods, as well as the LDF Curve Fitting
methods of Dave Clark and GLM-based reserving models. These methods are typically
used in insurance claims reserving.
| Version: |
0.1.5-1 |
| Depends: |
Hmisc, lattice, Matrix, methods, stats, systemfit, MASS, RUnit, actuar, statmod, utils |
| Suggests: |
RODBC |
| Published: |
2011-11-12 |
| Author: |
Markus Gesmann, Wayne Zhang, Daniel Murphy |
| Maintainer: |
Markus Gesmann <markus.gesmann at gmail.com> |
| License: |
GPL (≥ 2) |
| URL: |
http://code.google.com/p/chainladder/ |
| In views: |
Finance |
| CRAN checks: |
ChainLadder results |