Package index • ChainLadder

All functions

ABC: Run off triangle of accumulated claims data

AutoBI: Run off triangles of accumulated claim data

BS.paid.adj(): Berquist-Sherman Paid Claim Development Adjustment

BootChainLadder(): Bootstrap-Chain-Ladder Model

CDR(): One year claims development result

CLFMdelta(): Find "selection consistent" values of delta

ChainLadder-package ChainLadder: Methods and Models for Claims Reserving

ClarkCapeCod(): Clark Cape Cod method

ClarkLDF(): Clark LDF method

GenIns: Run off triangle of claims data.

Join2Fits(): Join Two Fitted MultiChainLadder Models

JoinFitMse(): Join Model Fit and Mse Estimation

LRfunction(): Calculate the Link Ratio Function

M3IR5: Run off triangle of claims data

MCLpaid MCLincurred: Run off triangles of accumulated paid and incurred claims data.

MW2008: Run-off claims triangle

MW2014: Run-off claims triangle

MackChainLadder(): Mack Chain-Ladder Model

MedMal: Run off triangles of accumulated claim data

Mortgage: Run off triangle of accumulated claims data

Mse(): Methods for Generic Function Mse

MultiChainLadder-class $,MultiChainLadder-method [[,MultiChainLadder,numeric,missing-method [[,MultiChainLadder,character,missing-method coef,MultiChainLadder-method fitted,MultiChainLadder-method names,MultiChainLadder-method residuals,MultiChainLadder-method resid,MultiChainLadder-method rstandard,MultiChainLadder-method show,MultiChainLadder-method vcov,MultiChainLadder-method: Class "MultiChainLadder" of Multivariate Chain-Ladder Results

MultiChainLadder() MultiChainLadder2(): Multivariate Chain-Ladder Models

MultiChainLadderFit-class MCLFit-class GMCLFit-class predict,MCLFit-method predict,GMCLFit-method: Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

MultiChainLadderMse-class: Class "MultiChainLadderMse"

MultiChainLadderSummary-class $,MultiChainLadderSummary-method [[,MultiChainLadderSummary,numeric,missing-method [[,MultiChainLadderSummary,character,missing-method names,MultiChainLadderSummary-method show,MultiChainLadderSummary-method: Class "MultiChainLadderSummary"

MunichChainLadder(): Munich-chain-ladder Model

NullNum-class NullChar-class NullList-class: Class "NullNum", "NullChar" and "NullList"

PaidIncurredChain(): PaidIncurredChain

QuantileIFRS17(): Quantile estimation for the IFRS 17 Risk Adjustment

RAA: Run off triangle of accumulated claims data

Table64() Table65() Table68(): Functions to Reproduce Clark's Tables

triangle() as.data.frame(<triangle>) as.triangle() plot(<triangle>): Generic functions for triangles

UKMotor: UK motor claims triangle

USAApaid: Example paid and incurred triangle data from CAS web site.

as.LongTriangle(): Convert Triangle from wide to long

ata(): Calculate Age-to-Age Factors

auto: Run off triangle of accumulated claim data

chainladder(): Estimate age-to-age factors

checkTriangleInflation(): Check Y-o-Y Triangle Inflation Rates

coef(<ChainLadder>): Extract residuals of a ChainLadder model

cyEffTest(): Testing for Calendar Year Effect

dfCorTest(): Testing for Correlations between Subsequent Development Factors

getLatestCumulative(): Triangle information for most recent calendar period.

glmReserve(): GLM-based Reserving Model

inflateTriangle(): Inflate a Triangle based on an Inflation Rate

auto: Run off triangle of accumulated claim data

plot(<MultiChainLadder>,<missing>): Methods for Function plot

plot(<BootChainLadder>): Plot method for a BootChainLadder object

plot(<MackChainLadder>): Plot method for a MackChainLadder object

plot(<MunichChainLadder>): Plot method for a MunichChainLadder object

plot(<checkTriangleInflation>): Plot method for a checkTriangleInflation object

plot(<clark>): Plot Clark method residuals

plot(<cyEffTest>): Plot method for a cyEffTest object

plot(<dfCorTest>): Plot method for a dfCorTest object

predict(<TriangleModel>) predict(<ChainLadder>): Prediction of a claims triangle

print(<ata>): Print Age-to-Age factors

print(<checkTriangleInflation>): Print function for a checkTriangleInflation object

print(<ClarkLDF>) print(<ClarkCapeCod>): Print results of Clark methods

print(<cyEffTest>): Print function for a cyEffTest object

print(<dfCorTest>): Print function for a dfCorTest object

qpaid qincurred: Quarterly run off triangle of accumulated claims data

quantile(<MackChainLadder>): quantile function for Mack-chain-ladder

residCov() residCor(): Generic function for residCov and residCor

residuals(<MackChainLadder>): Extract residuals of a MackChainLadder model

summary(<MultiChainLadder>): Methods for Function summary

summary(<BootChainLadder>) print(<BootChainLadder>) quantile(<BootChainLadder>) mean(<BootChainLadder>) residuals(<BootChainLadder>): Methods for BootChainLadder objects

summary(<MackChainLadder>) print(<MackChainLadder>): Summary and print function for Mack-chain-ladder

summary(<MunichChainLadder>) print(<MunichChainLadder>): Summary and print function for Munich-chain-ladder

summary(<ata>): Summary method for object of class 'ata'

summary(<checkTriangleInflation>): Summary function for a checkTriangleInflation object

summary(<ClarkLDF>) summary(<ClarkCapeCod>): Summary methods for Clark objects

summary(<cyEffTest>): Summary function for a cyEffTest object

summary(<dfCorTest>): Summary function for a dfCorTest object

triangles-class [,triangles,missing,numeric,logical-method [,triangles,missing,numeric,missing-method [,triangles,numeric,missing,logical-method [,triangles,numeric,missing,missing-method [,triangles,numeric,numeric,missing-method [ coerce,list,triangles-method dim,triangles-method cbind2,triangles,missing-method rbind2,triangles,missing-method: S4 Class "triangles"

print(<tweedieReserve>) summary(<tweedieReserve>): Reserve Risk Capital Report

tweedieReserve(): Tweedie Stochastic Reserving Model

incr2cum() cum2incr(): Cumulative and incremental triangles

vcov(<clark>): Covariance Matrix of Parameter Estimates – Clark's methods