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# ChainLadder

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

- Mack-, Munich- and Bootstrap-chain-ladder models
- General multivariate chain ladder models
- Loss development factor fitting and Cape Cod models
- Generalized linear models
- Utility functions to:
- convert quickly tables into triangles
- triangles into tables
- cumulative into incremental
- incremental into cumulative triangles

## Installation

You can install the stable version from
[CRAN](http://cran.r-project.org/package=ChainLadder):

```s
install.packages('ChainLadder')
```

To install the current development version from github you need the [devtools package](http://cran.r-project.org/web/packages/devtools/index.html) and the other packages on which ChainLadder depends:

```s
install.packages(c("systemfit", "actuar", "Hmisc", "statmod", "tweedie", "cplm"))
```

To install ChainLadder run:
<!--
Fix my broken path to pdflatex on R
```s
Sys.setenv(PATH=paste(Sys.getenv("PATH"),"/usr/texbin",sep=":"))
```
-->
```s
library(devtools)
install_github("mages/ChainLadder")
```

## Usage

```s
library(ChainLadder)
?ChainLadder
demo(ChainLadder)
```

See the ChainLadder package [vignettes](http://cran.r-project.org/web/packages/ChainLadder/) for more details.

## Citation

To cite package 'ChainLadder' in publications use:

Markus Gesmann, Daniel Murphy and Wayne Zhang (2013). ChainLadder:
Statistical methods for the calculation of outstanding claims reserves
in general insurance. R package version 0.1.7.

## License

This package is free and open source software, licensed under [GPL](https://www.gnu.org/copyleft/gpl.html).

<a rel="license" href="http://creativecommons.org/licenses/by-sa/4.0/deed.en_GB"><img alt="Creative Commons Licence" style="border-width:0" src="http://i.creativecommons.org/l/by-sa/4.0/80x15.png" /></a><br /><span xmlns:dct="http://purl.org/dc/terms/" property="dct:title">ChainLadder documentation</span> by <a xmlns:cc="http://creativecommons.org/ns#" href="https://github.com/mages/ChainLadder" property="cc:attributionName" rel="cc:attributionURL">Markus Gesmann, Dan Murphy and Wayne Zhang</a> is licensed under a <a rel="license" href="http://creativecommons.org/licenses/by-sa/4.0/deed.en_GB">Creative Commons Attribution-ShareAlike 4.0 International License</a>.

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