Tool-Box of Chain Ladder Plus Models


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Documentation for package ‘clmplus’ version 0.1.0

Help Pages

amases.gtpl Amases GTPL
amases.mod Amases MOD
amases.mtpl Amases MTPL
clmplus Fit chain-ladder+ to reverse time triangles.
clmplus.default Fit chain-ladder+ to reverse time triangles.
clmplus.RtTriangle Fit chain-ladder+ to reverse time triangles.
plot.clmplusmodel Plot the hazard model fitted and forecasted parameters
plot.RtTriangle Plot the payments behavior
plotresiduals Plot the hazard model residuals
plotresiduals.clmplusmodel Plot the hazard model residuals
plotresiduals.default Plot the hazard model residuals
RtTriangle Reverse time triangles
sifa.gtpl Sifa GTPL
sifa.mod Sifa MOD
sifa.mtpl Sifa MTPL