Statistical Methods and Models for Claims Reserving in General Insurance

Documentation for package ‘ChainLadder’ version 0.2.19

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Methods and Models for Claims Reserving

-- A --

ABC	Run off triangle of accumulated claims data
as.data.frame.triangle	Generic functions for triangles
as.LongTriangle	Convert Triangle from wide to long
as.triangle	Generic functions for triangles
as.triangle.data.frame	Generic functions for triangles
as.triangle.matrix	Generic functions for triangles
ata	Calculate Age-to-Age Factors
auto	Run off triangle of accumulated claim data
AutoBI	Run off triangles of accumulated claim data

-- B --

BootChainLadder	Bootstrap-Chain-Ladder Model
BS.paid.adj	Berquist-Sherman Paid Claim Development Adjustment

-- C --

cbind2-method	S4 Class "triangles"
CDR	One year claims development result
CDR.BootChainLadder	One year claims development result
CDR.default	One year claims development result
CDR.MackChainLadder	One year claims development result
ChainLadder	Methods and Models for Claims Reserving
chainladder	Estimate age-to-age factors
checkTriangleInflation	Check Y-o-Y Triangle Inflation Rates
ClarkCapeCod	Clark Cape Cod method
ClarkLDF	Clark LDF method
CLFMdelta	Find "selection consistent" values of delta
coef-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
coef.ChainLadder	Extract residuals of a ChainLadder model
coerce-method	S4 Class "triangles"
cum2incr	Cumulative and incremental triangles
cyEffTest	Testing for Calendar Year Effect

-- D --

dfCorTest	Testing for Correlations between Subsequent Development Factors
dim-method	S4 Class "triangles"

-- F --

Class "MultiChainLadder" of Multivariate Chain-Ladder Results

-- G --

GenIns	Run off triangle of claims data.
GenInsLong	Run off triangle of claims data.
getLatestCumulative	Triangle information for most recent calendar period.
glmReserve	GLM-based Reserving Model
GMCLFit-class	Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

-- I --

incr2cum	Cumulative and incremental triangles
inflateTriangle	Inflate a Triangle based on an Inflation Rate

-- J --

Join2Fits	Join Two Fitted MultiChainLadder Models
JoinFitMse	Join Model Fit and Mse Estimation

-- L --

liab	Run off triangle of accumulated claim data
LRfunction	Calculate the Link Ratio Function

-- M --

M3IR5	Run off triangle of claims data
MackChainLadder	Mack Chain-Ladder Model
MCLFit-class	Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MCLincurred	Run off triangles of accumulated paid and incurred claims data.
MCLpaid	Run off triangles of accumulated paid and incurred claims data.
mean.BootChainLadder	Methods for BootChainLadder objects
MedMal	Run off triangles of accumulated claim data
Mortgage	Run off triangle of accumulated claims data
Mse	Methods for Generic Function Mse
Mse-method	Methods for Generic Function Mse
Mse-methods	Methods for Generic Function Mse
MultiChainLadder	Multivariate Chain-Ladder Models
MultiChainLadder-class	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
MultiChainLadder2	Multivariate Chain-Ladder Models
MultiChainLadderFit-class	Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MultiChainLadderMse-class	Class "MultiChainLadderMse"
MultiChainLadderSummary-class	Class "MultiChainLadderSummary"
MunichChainLadder	Munich-chain-ladder Model
MW2008	Run-off claims triangle
MW2014	Run-off claims triangle

-- N --

names-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
names-method	Class "MultiChainLadderSummary"
NullChar-class	Class "NullNum", "NullChar" and "NullList"
NullList-class	Class "NullNum", "NullChar" and "NullList"
NullNum-class	Class "NullNum", "NullChar" and "NullList"

-- P --

PaidIncurredChain	PaidIncurredChain
plot-method	Methods for Function plot
plot-methods	Methods for Function plot
plot.BootChainLadder	Plot method for a BootChainLadder 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
plot.glmReserve	GLM-based Reserving Model
plot.MackChainLadder	Plot method for a MackChainLadder object
plot.MunichChainLadder	Plot method for a MunichChainLadder object
plot.triangle	Generic functions for triangles
predict-method	Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
predict.ChainLadder	Prediction of a claims triangle
predict.TriangleModel	Prediction of a claims triangle
print.ata	Print Age-to-Age factors
print.BootChainLadder	Methods for BootChainLadder objects
print.checkTriangleInflation	Print function for a checkTriangleInflation object
print.clark	Print results of Clark methods
print.ClarkCapeCod	Print results of Clark methods
print.ClarkLDF	Print results of Clark methods
print.cyEffTest	Print function for a cyEffTest object
print.dfCorTest	Print function for a dfCorTest object
print.glmReserve	GLM-based Reserving Model
print.MackChainLadder	Summary and print function for Mack-chain-ladder
print.MunichChainLadder	Summary and print function for Munich-chain-ladder
print.tweedieReserve	Reserve Risk Capital Report

-- Q --

qincurred	Quarterly run off triangle of accumulated claims data
qpaid	Quarterly run off triangle of accumulated claims data
quantile.BootChainLadder	Methods for BootChainLadder objects
quantile.MackChainLadder	quantile function for Mack-chain-ladder
QuantileIFRS17	Quantile estimation for the IFRS 17 Risk Adjustment

-- R --

RAA	Run off triangle of accumulated claims data
rbind2-method	S4 Class "triangles"
resid-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
resid.glmReserve	GLM-based Reserving Model
residCor	Generic function for residCov and residCor
residCor-method	Generic function for residCov and residCor
residCor-methods	Generic function for residCov and residCor
residCov	Generic function for residCov and residCor
residCov-method	Generic function for residCov and residCor
residCov-methods	Generic function for residCov and residCor
residuals-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
residuals.BootChainLadder	Methods for BootChainLadder objects
residuals.MackChainLadder	Extract residuals of a MackChainLadder model
rstandard-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results

-- S --

show-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
show-method	Class "MultiChainLadderSummary"
summary-method	Methods for Function summary
summary-methods	Methods for Function summary
summary.ata	Summary method for object of class 'ata'
summary.BootChainLadder	Methods for BootChainLadder objects
summary.checkTriangleInflation	Summary function for a checkTriangleInflation object
summary.ClarkCapeCod	Summary methods for Clark objects
summary.ClarkLDF	Summary methods for Clark objects
summary.cyEffTest	Summary function for a cyEffTest object
summary.dfCorTest	Summary function for a dfCorTest object
summary.glmReserve	GLM-based Reserving Model
summary.MackChainLadder	Summary and print function for Mack-chain-ladder
summary.MunichChainLadder	Summary and print function for Munich-chain-ladder
summary.tweedieReserve	Reserve Risk Capital Report

-- T --

Table64	Functions to Reproduce Clark's Tables
Table65	Functions to Reproduce Clark's Tables
Table68	Functions to Reproduce Clark's Tables
triangle	Generic functions for triangles
triangles-class	S4 Class "triangles"
tweedieReserve	Tweedie Stochastic Reserving Model

-- U --

UKMotor	UK motor claims triangle
USAAincurred	Example paid and incurred triangle data from CAS web site.
USAApaid	Example paid and incurred triangle data from CAS web site.

-- V --

vcov-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
vcov.clark	Covariance Matrix of Parameter Estimates - Clark's methods

-- misc --

$-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
$-method	Class "MultiChainLadderSummary"
[-method	S4 Class "triangles"
[<--method	S4 Class "triangles"
[[-method	Class "MultiChainLadder" of Multivariate Chain-Ladder Results
[[-method	Class "MultiChainLadderSummary"