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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