Statistical Methods and Models for Claims Reserving in General Insurance


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Documentation for package ‘ChainLadder’ version 0.2.12

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A B C D F G I J L M N P Q R S T U V misc

ChainLadder-package 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 --

fitted-method 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"