Tool-Box of Chain Ladder Plus Models


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Documentation for package ‘clmplus’ version 1.0.0

Help Pages

AggregateDataPP Pre-process Run-Off Triangles
amases.gtpl Amases GTPL
amases.mod Amases MOD
amases.mtpl Amases MTPL
clmplus Fit Chain Ladder plus on Run-off Triangles.
clmplus.AggregateDataPP Fit Chain Ladder Plus to reverse time triangles.
clmplus.default Fit Chain Ladder Plus to reverse time triangles.
plot.AggregateDataPP Plot the payments behavior
plot.clmplusmodel Plot the hazard model residuals
plot.clmpluspredictions Plot the hazard model fitted and forecasted parameters
predict.clmplusmodel Predict the Reserve using Chain Ladder Plus Models
sifa.gtpl Sifa GTPL
sifa.mod Sifa MOD
sifa.mtpl Sifa MTPL