Posts Tagged ‘ ChainLadder ’

Using R in Insurance at GIRO 2012

September 17, 2012
By
Using R in Insurance at GIRO 2012

Every year the UK’s general insurance actuarial community organises a big conference, which they call GIRO, short for General Insurance Research Organising committee.This year's conference is in Brussels from 18 - 21 September 2012. Despite the fac...

Read more »

Claims reserving and IBNR with R

June 6, 2012
By
Claims reserving and IBNR with R

Following previous posts on life contingencies and longevity and mortality models, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineeri...

Read more »

Statistical Methods for the Chain Ladder Technique Demo (CloudStat)

January 10, 2012
By
Statistical Methods for the Chain Ladder Technique Demo (CloudStat)

This demo will use a study case, how a general insurance company use CloudStat to estimate outstanding claims. Background Forecasting outstanding claims and setting up suitable reserves to meet these claims is an important part of the business of a gen...

Read more »

Stochastic reserving with R: ChainLadder 0.1.5-1 released

November 12, 2011
By
Stochastic reserving with R: ChainLadder 0.1.5-1 released

Today we published version 0.1.5-1 of the ChainLadder package for R. It provides methods which are typically used in insurance claims reserving to forecast future claims payments.Claims development and chain-ladder forecast of the RAA data set using the Mack methodThe package started out of presentations given...

Read more »

R in the insurance industry

September 16, 2011
By
R in the insurance industry

Let's talk about R in the insurance industry today.  David Smith's blog entry reminded me about our poster at the R user conference in Warwick in August 2011:Using R in InsuranceWe presented examples on how R can be used in the insu...

Read more »