ChainLadder 0.2.1 released

July 14, 2015
By

(This article was first published on mages' blog, and kindly contributed to R-bloggers)

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN.

New Features

Output of plot(MackChainLadder(MW2014, est.sigma="Mack"), which=3:6)

Changes

  • Updated NAMESPACE file to comply with new R CMD checks in R-3.3.0
  • Removed package dependencies on grDevices and Hmisc
  • 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 [1] .

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.

References

[1] Claims run-off uncertainty: the full picture. (with M. Merz) SSRN Manuscript, ID 2524352, 2014.

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