Last week we released version 0.1.5-4 of the
ChainLadder package on CRAN. The R package provides methods which are typically used in insurance claims reserving. If you are new to R or insurance check out my recent talk on Using R in Insurance.
The chain-ladder method which is a popular method in the insurance industry to forecast future claims payments gave the package its name. However, the
ChainLadder package has many other reserving methods and models implemented as well, such as the bootstrap model demonstrated below. It is a great starting point to learn more about stochastic reserving.