ChainLadder 0.1.6 released with chain-ladder factor models
Version 0.1.6 of the ChainLadder
package has been released and is already available from CRAN
The new version adds the function
finds consistent weighting parameters delta for a vector of selected
age-to-age chain-ladder factors for a given run-off triangle.
The added functionality was implemented by Dan Murphy
, who is the co-author of the paper A Family of Chain-Ladder Factor Models for Selected Link Ratios by Bardis, Majidi, Murphy
. You find a more detailed explanation with R code examples on Dan's blog
and see also his slides
from the CAS spring meeting.
To leave a comment
for the author, please follow the link and comment on his blog: mages' blog
offers daily e-mail updates
news and tutorials
on topics such as: visualization (ggplot2
), programming (RStudio
, Web Scraping
) statistics (regression
, time series
) and more...
If you got this far, why not subscribe for updates
from the site? Choose your flavor: e-mail
, or facebook