ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance

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.

Version: 0.2.0
Depends: systemfit, statmod
Imports: Matrix, actuar, Hmisc, methods, stats, reshape2, MASS, lattice, grid, tweedie, utils
Suggests: RUnit
Published: 2015-03-04
Author: Markus Gesmann [aut, cre], Daniel Murphy [aut], Wayne Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [aut], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut]
Maintainer: Markus Gesmann <markus.gesmann at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
In views: Finance
CRAN checks: ChainLadder results


Reference manual: ChainLadder.pdf
Vignettes: ChainLadder: Claims reserving with R
Package source: ChainLadder_0.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: ChainLadder_0.2.0.tgz, r-oldrel: ChainLadder_0.2.0.tgz
OS X Mavericks binaries: r-release: ChainLadder_0.2.0.tgz
Old sources: ChainLadder archive