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Package: ChainLadder
Type: Package
Title: Statistical Methods and Models for Claims Reserving in
General Insurance
Version: 0.2.20
Date: 2024-07-2
Authors@R: c(person("Markus", "Gesmann", role = c("aut", "cre"),
email = "markus.gesmann@googlemail.com"),
person("Daniel", "Murphy", role = "aut",
email="danielmarkmurphy@gmail.com"),
person("Yanwei (Wayne)", "Zhang", role = "aut",
email="actuary_zhang@hotmail.com"),
person("Alessandro", "Carrato", role = "aut",
email="alessandro.carrato@gmail.com"),
person("Giuseppe", "Crupi", role="ctb",
email="crupi.giuseppe@gmail.com"),
person("Christophe", "Dutang", role="ctb"),
person("Arnaud", "Lacoume", role="ctb"),
person("Arthur", "Charpentier", role = "ctb"),
person("Mario", "Wuthrich", role = "aut",
email = "mario.wuethrich@math.ethz.ch"),
person("Fabio", "Concina", role="aut",
email="fabio.concina@gmail.com"),
person("Eric", "Dal Moro", role="aut",
email="eric_dal_moro@yahoo.com"),
person("Yuriy", "Krvavych", role="ctb",
email="y.krvavych@gmail.com"),
person("Vincent", "Goulet", role="ctb",
email="vincent.goulet@act.ulaval.ca"),
person("Marco", "De Virgilis", role="ctb",
email="devirgilis.marco@gmail.com"),
person("Marco", "Spina", role="ctb")
)
Description: 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.
Imports:
Matrix,
actuar,
methods,
stats,
lattice,
grid,
tweedie,
utils,
systemfit,
statmod,
cplm (>= 0.7-3),
ggplot2,
MASS
Suggests:
RUnit, knitr, rmarkdown
VignetteBuilder:
knitr
License: GPL (>= 2)
URL: https://mages.github.io/ChainLadder/
BugReports: https://github.com/mages/ChainLadder/issues
LazyLoad: yes
LazyData: yes
RoxygenNote: 7.1.1