ChainLadder

R package ChainLadder: Statistical methods for the calculation of outstanding claims reserves in general insurance. The ChainLadder package provides various statistical methods which are typically used for the estimation of outstanding claims reserves in general insurance. The package has implementations of the Mack, Munich, Bootstrap, multivariate, and chain-ladder factor models (CLFM), as well as the loss development factor curve fitting methods of Dave Clark and generalised linear model based reserving models.

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References in zbMATH (referenced in 9 articles )

Showing results 1 to 9 of 9.
Sorted by year (citations)

  1. Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng: Joint model prediction and application to individual-level loss reserving (2022)
  2. Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard: \textttSynthETIC: an individual insurance claim simulator with feature control (2021)
  3. Nieto-Barajas, Luis E.; Targino, Rodrigo S.: A gamma moving average process for modelling dependence across development years in run-off triangles (2021)
  4. Kuang, D.; Nielsen, B.: Generalized log-normal chain-ladder (2020)
  5. Harnau, Jonas; Nielsen, Bent: Over-dispersed age-period-cohort models (2018)
  6. Kuang, D.; Nielsen, B.; Nielsen, J. P.: The geometric chain-ladder (2015)
  7. Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V.: Double chain ladder, claims development inflation and zero-claims (2015)
  8. Giorgio Spedicato: The lifecontingencies Package: Performing Financial and Actuarial Mathematics Calculations in R (2013) not zbMATH
  9. Zhang, Yanwei: A general multivariate chain ladder model (2010)