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.Rproj.user | ||
.Rhistory | ||
.RData | ||
.Rbuildignore |
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# ChainLadder | ||
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ChainLadder is an R package providing methods which are typically used in insurance claims reserving, including: | ||
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- 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 | ||
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## Installation | ||
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You can install the stable version from | ||
[CRAN](http://cran.r-project.org/package=ChainLadder): | ||
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```s | ||
install.packages('ChainLadder') | ||
``` | ||
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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: | ||
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```s | ||
install.packages(c("systemfit", "actuar", "Hmisc", "statmod", "tweedie", "cplm")) | ||
``` | ||
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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") | ||
``` | ||
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## Usage | ||
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```s | ||
library(ChainLadder) | ||
?ChainLadder | ||
demo(ChainLadder) | ||
``` | ||
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See the ChainLadder package [vignettes](http://cran.r-project.org/web/packages/ChainLadder/) for more details. | ||
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## Citation | ||
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To cite package 'ChainLadder' in publications use: | ||
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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. | ||
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## License | ||
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This package is free and open source software, licensed under [GPL](https://www.gnu.org/copyleft/gpl.html). | ||
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<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>. |