Tool-Box of Chain Ladder Plus Models
Pre-process Run-Off Triangles
Fit Chain Ladder Plus to reverse time triangles.
Fit Chain Ladder Plus to reverse time triangles.
Fit Chain Ladder plus on Run-off Triangles.
Plot the payments behavior
Plot the hazard model residuals
Plot the hazard model fitted and forecasted parameters
Predict the Reserve using Chain Ladder Plus Models
Implementation of the age–period–cohort models for claim development presented in Pittarello G, Hiabu M, Villegas A (2025) “Replicating and Extending Chain‑Ladder via an Age–Period–Cohort Structure on the Claim Development in a Run‑Off Triangle” <doi:10.1080/10920277.2025.2496725>.
Useful links