ChainLadder

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ChainLadder is an R package providing methods and models which are typically used in insurance claims reserving, including:

Installation

You can install the stable version from CRAN:

install.packages('ChainLadder', dependencies = TRUE)

To install the current development version from github you can use the devtools package:

To install ChainLadder run:

library(devtools)
install_github("mages/ChainLadder", dependencies = TRUE)

Usage

library(ChainLadder)
?ChainLadder
demo(ChainLadder)

See the ChainLadder package vignette for more details.

Citation

To cite package ‘ChainLadder’ in publications see the output of:

citation(package="ChainLadder")

See also:

Markus Gesmann. Claims Reserving and IBNR. Computational Actuarial Science with R. 2014. Chapman and Hall/CRC

License

This package is free and open source software, licensed under GPL.

Creative Commons Licence
ChainLadder documentation is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.