Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN.
- New function
PaidIncurredChainby Fabio Concina, based on the 2010 Merz & Wüthrich paper Paid-incurred chain claims reserving method
plot.BootChainLaddergained new argument
which, allowing users to specify which sub-plot to display. Thanks to Christophe Dutang for this suggestion.
|Output of |
NAMESPACEfile to comply with new R CMD checks in R-3.3.0
- Removed package dependencies on
- Expanded package vignette with new paragraph on importing spreadsheet data, a new section “Paid-Incurred Chain Model” and an added example for a full claims development picture in the “One Year Claims Development Result” section, see also  .
Binary versions of the package will appear on the various CRAN mirrors over the next couple of days. Alternatively you can install ChainLadder directly from GitHub using the following R commands:
install.packages(c(“systemfit”, “actuar", "statmod", "tweedie", "devtools")) library(devtools) install_github("mages/ChainLadder") library(ChainLadder)
Completely new to ChainLadder? Start with the package vignette.