Accident and Development Period Adjusted Linear Pools for
Actuarial Stochastic Reserving
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Documentation for package ‘ADLP’ version 0.1.0
Help Pages
| adlp | Accident and Development period Adjusted Linear Pools (ADLP) Models |
| adlp_component | Accident and Development period Adjusted Linear Pools Component Models |
| adlp_components | Accident and Development period Adjusted Linear Pools Component Models |
| adlp_CRPS | Accident and Development period Adjusted Linear Pools (ADLP) Functions |
| adlp_dens | Accident and Development period Adjusted Linear Pools (ADLP) Functions |
| adlp_func | Accident and Development period Adjusted Linear Pools (ADLP) Functions |
| adlp_logS | Accident and Development period Adjusted Linear Pools (ADLP) Functions |
| adlp_partition | Accident and Development period Adjusted Linear Pools partition function |
| adlp_partition_ap | Accident and Development period Adjusted Linear Pools partition function |
| adlp_partition_none | Accident and Development period Adjusted Linear Pools partition function |
| adlp_simulate | Accident and Development period Adjusted Linear Pools (ADLP) Functions |
| calc_adlp_component | Accident and Development period Adjusted Linear Pools Component Models |
| calc_adlp_component_lst | Accident and Development period Adjusted Linear Pools Component Models |
| custom_model | Custom Model Wrapper |
| MM_optim | Minorization-Maximisation Algorithm performed to fit the ADLPs |
| predict.adlp | Accident and Development period Adjusted Linear Pools (ADLP) Functions |
| print.adlp | Accident and Development period Adjusted Linear Pools (ADLP) Models |
| print.adlp_component | Accident and Development period Adjusted Linear Pools Component Models |
| print.adlp_components | Accident and Development period Adjusted Linear Pools Component Models |
| test_adlp_component | Test ADLP Component |
| test_claims_dataset | Claims Data in data.frame Format |
| train_val_split | Train-Validation Split of Claims Triangle |
| train_val_split_by_AP | Train-Validation Split by Accident Period |
| train_val_split_method1 | Train-Validation Split by Accident Period Method 1 |
| train_val_split_method2 | Train-Validation Split by Accident Period Method 2 |
| update.custom_model | Custom Model Wrapper |