DCL-package |
Claims Reserving under the Double Chain Ladder Model |
Aggregate |
Switch to a higher level of aggregation |
bdcl.estimation |
Parameter estimation - DCL model using the BDCL method |
clm |
Classical Chain Ladder Method |
DCL |
Claims Reserving under the Double Chain Ladder Model |
dcl.boot |
Bootstrap distribution: the full cashflow |
dcl.boot.prior |
Bootstrap distribution (the full cashflow) adding prior knowledge |
dcl.estimation |
Parameter estimation - Double Chain Ladder model |
dcl.predict |
Pointwise predictions (RBNS/IBNR split) |
dcl.predict.prior |
Pointwise predictions (RBNS/IBNR split) adding prior knowledge |
extract.prior |
Extracting information about zero-claims and severity inflation |
get.cumulative |
Cumulative triangle |
get.incremental |
Incremental triangle |
idcl.estimation |
Parameter estimation - DCL model reproducing the incurred reserve. |
ItriangleBDCL |
Incurred data (BDCL example) |
NpaidPrior |
Number of non-zero payments (adding prior knowledge example) |
NtriangleBDCL |
Number of reported claims (BDCL example) |
NtriangleDCL |
Number of reported claims (DCL example) |
NtrianglePrior |
Number of reported claims (adding prior knowledge example) |
Plot.cashflow |
Plotting the full cashflow (bootstrap distribution) |
Plot.clm.par |
Plotting the estimated chain ladder parameters |
Plot.dcl.par |
Plotting the estimated parameters in the DCL model |
Plot.triangle |
Plotting an incremental run-off triangle |
validating.incurred |
Back-test: testing against the experience |
XtriangleBDCL |
Paid data (BDCL example) |
XtriangleDCL |
Paid data (DCL example) |
XtrianglePrior |
Paid data (adding prior knowledge example) |