ChainLadder is an R package for actuarial analysis of General / Property & Casualty insurance reserves. Version 0.2.3 on CRAN is is the first update in about a year. For the most part, the new version expands upon existing capabilities, as illustrated in the News vignette. Two of the most important are
- the rownames (origin period) of a Triangle need no longer be numeric — for example, accident years may be labeled with the beginning date of the period
- the exposures of a glmReserve analysis may use names to match with origin period
Comments and contributors (!) are always welcome. Please refer to the package’s repository.