Statistical Methods and Models for Claims Reserving in General Insurance
Berquist-Sherman Paid Claim Development Adjustment
Multivariate Chain-Ladder Models
Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
Class "MultiChainLadderMse"
Class "MultiChainLadderSummary"
Munich-chain-ladder Model
Class "NullNum", "NullChar" and "NullList"
PaidIncurredChain
Methods for Function plot
Print function for a cyEffTest object
Print function for a dfCorTest object
Convert Triangle from wide to long
Calculate Age-to-Age Factors
Bootstrap-Chain-Ladder Model
One year claims development result
Methods and Models for Claims Reserving
Estimate age-to-age factors
Check Y-o-Y Triangle Inflation Rates
Clark Cape Cod method
Clark LDF method
Find "selection consistent" values of delta
Extract residuals of a ChainLadder model
Testing for Calendar Year Effect
Testing for Correlations between Subsequent Development Factors
Triangle information for most recent calendar period.
GLM-based Reserving Model
Inflate a Triangle based on an Inflation Rate
Join Two Fitted MultiChainLadder Models
Join Model Fit and Mse Estimation
Calculate the Link Ratio Function
Mack Chain-Ladder Model
Methods for Generic Function Mse
Class "MultiChainLadder" of Multivariate Chain-Ladder Results
Plot method for a BootChainLadder object
Plot method for a checkTriangleInflation object
Plot Clark method residuals
Plot method for a cyEffTest object
Plot method for a dfCorTest object
Plot method for a MackChainLadder object
Plot method for a MunichChainLadder object
Prediction of a claims triangle
Print Age-to-Age factors
Print function for a checkTriangleInflation object
Print results of Clark methods
Quarterly run off triangle of accumulated claims data
quantile function for Mack-chain-ladder
Quantile estimation for the IFRS 17 Risk Adjustment
Generic function for residCov and residCor
Extract residuals of a MackChainLadder model
Methods for Function summary
Summary method for object of class 'ata'
Methods for BootChainLadder objects
Summary function for a checkTriangleInflation object
Summary methods for Clark objects
Summary function for a cyEffTest object
Summary function for a dfCorTest object
Summary and print function for Mack-chain-ladder
Example paid and incurred triangle data from CAS web site.
Summary and print function for Munich-chain-ladder
Functions to Reproduce Clark's Tables
S4 Class "triangles"
Generic functions for triangles
Reserve Risk Capital Report
Tweedie Stochastic Reserving Model
Cumulative and incremental triangles
Covariance Matrix of Parameter Estimates -- Clark's methods
Various statistical methods and models which are typically used for the estimation of outstanding claims reserves in general insurance, including those to estimate the claims development result as required under Solvency II.