Posts Tagged ‘ reserving ’

Stochastic reserving with R: ChainLadder 0.1.5-1 released

November 12, 2011
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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...

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