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mages committed Oct 6, 2021
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9 changes: 5 additions & 4 deletions DESCRIPTION
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Expand Up @@ -2,8 +2,8 @@ Package: ChainLadder
Type: Package
Title: Statistical Methods and Models for Claims Reserving in
General Insurance
Version: 0.2.12
Date: 2021-01-05
Version: 0.2.13
Date: 2021-10-06
Authors@R: c(person("Markus", "Gesmann", role = c("aut", "cre"),
email = "[email protected]"),
person("Daniel", "Murphy", role = "aut",
Expand Down Expand Up @@ -47,7 +47,8 @@ Imports:
statmod,
cplm (>= 0.7-3),
ggplot2,
MASS
MASS,
mvtnorm
Suggests:
RUnit, knitr, rmarkdown
VignetteBuilder:
Expand All @@ -57,4 +58,4 @@ URL: https://github.com/mages/ChainLadder
BugReports: https://github.com/mages/ChainLadder/issues
LazyLoad: yes
LazyData: yes
RoxygenNote: 6.1.1
RoxygenNote: 7.1.1
2 changes: 1 addition & 1 deletion man/CLFMdelta.rd
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Expand Up @@ -82,7 +82,7 @@ by convention,
}
\references{

\cite{Bardis, Majidi, Murphy. A Family of Chain-Ladder Factor Models for Selected Link Ratios. \emph{Variance}. Pending. Variance 6:2, 2012, pp. 143-160. \url{https://www.variancejournal.org/issues/06-02/143.pdf}}
\cite{Bardis, Majidi, Murphy. A Family of Chain-Ladder Factor Models for Selected Link Ratios. \emph{Variance}. Pending. Variance 6:2, 2012, pp. 143-160.}

}
\author{
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2 changes: 1 addition & 1 deletion man/ChainLadder-package.Rd
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Expand Up @@ -41,7 +41,7 @@
\cite{ Zhang, Y. Likelihood-based and Bayesian Methods for Tweedie Compound Poisson Linear Mixed Models, \emph{Statistics and Computing}, forthcoming.
}

\cite{Bardis, Majidi, Murphy. A Family of Chain-Ladder Factor Models for Selected Link Ratios. \emph{Variance}. Pending. Variance 6:2, 2012, pp. 143-160. \url{https://www.variancejournal.org/issues/06-02/143.pdf}}
\cite{Bardis, Majidi, Murphy. A Family of Chain-Ladder Factor Models for Selected Link Ratios. \emph{Variance}. Pending. Variance 6:2, 2012, pp. 143-160.}

\cite{Modelling the claims development result for solvency purposes.
Michael Merz, Mario V. Wüthrich. Casualty Actuarial Society E-Forum, Fall 2008.}
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2 changes: 1 addition & 1 deletion man/ClarkCapeCod.rd
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Expand Up @@ -171,7 +171,7 @@ all-lower-case represent observation-level (origin, development age) results.)
Clark, David R.,
"LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach",
\emph{Casualty Actuarial Society Forum}, Fall, 2003
\url{https://www.casact.org/pubs/forum/03fforum/03ff041.pdf}
\url{https://www.casact.org/sites/default/files/database/forum_03fforum_03ff041.pdf}
}
\author{
Daniel Murphy
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2 changes: 1 addition & 1 deletion man/ClarkLDF.Rd
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Expand Up @@ -167,7 +167,7 @@ all-lower-case represent observation-level (origin, development age) results.)
Clark, David R.,
"LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach",
\emph{Casualty Actuarial Society Forum}, Fall, 2003
\url{https://www.casact.org/pubs/forum/03fforum/03ff041.pdf}
\url{ https://www.casact.org/sites/default/files/database/forum_03fforum_03ff041.pdf}
}
\author{
Daniel Murphy
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62 changes: 32 additions & 30 deletions man/PaidIncurredChain.Rd

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2 changes: 1 addition & 1 deletion man/Table65.rd
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Expand Up @@ -30,7 +30,7 @@ A \code{data.frame}.
Clark, David R.,
"LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach",
\emph{Casualty Actuarial Society Forum}, Fall, 2003
\url{https://www.casact.org/pubs/forum/03fforum/03ff041.pdf}
\url{ https://www.casact.org/sites/default/files/database/forum_03fforum_03ff041.pdf}
}
\author{
Daniel Murphy
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2 changes: 1 addition & 1 deletion man/USAA.Rd
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Expand Up @@ -19,7 +19,7 @@ NAIC Schedule P contains information on claims for major personal and
commercial lines for all property-casualty insurers that write business in US.
}
\source{
\url{https://www.casact.org/research/index.cfm?fa=loss_reserves_data}
\url{https://www.casact.org}
}
\references{
CAS website.
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12 changes: 6 additions & 6 deletions vignettes/ChainLadder.bib
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Expand Up @@ -20,8 +20,8 @@ @manual{chainladder
Claims Reserving in General Insurance},
author = {Markus Gesmann and Dan Murphy and Wayne Zhang and
Alessandro Carrato and Mario W\"{u}thrich and Fabio Concina},
year = {2020},
note = {R package version 0.2.11},
year = {2021},
note = {R package version 0.2.13},
Howpublished = {\url{https://github.com/mages/ChainLadder}}
}

Expand Down Expand Up @@ -146,7 +146,7 @@ @article{EnglandVerrall1999
@Misc{Schmidt2011,
author = {Klaus D. Schmidt},
title = {A Bibliography on Loss Reserving},
howpublished = {\url{https://www.math.tu-dresden.de/sto/schmidt/dsvm/reserve.pdf}},
howpublished = {\url{https://tu-dresden.de/mn/math/stochastik/ressourcen/dateien/schmidt/dsvm/reserve.pdf?lang=de}},
year = {2011}
}

Expand Down Expand Up @@ -326,7 +326,7 @@ @Manual{Clark2003
title = {{LDF} Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach},
author = {Clark, David R.},
organization = {Casualty Actuarial Society},
Howpublished = {\url{https://www.casact.org/pubs/forum/03fforum/03ff041.pdf}},
Howpublished = {\url{https://www.casact.org/sites/default/files/database/forum_03fforum_03ff041.pdf}},
year = {2003},
note = {CAS Fall Forum},
}
Expand Down Expand Up @@ -582,7 +582,7 @@ @Article{systemfit
volume = {23},
number = {4},
pages = {1--40},
url = {https://www.jstatsoft.org/v23/i04/},
url = {https://doi.org/10.18637/jss.v023.i04},
}

@Article{BaierNeuwirth2007,
Expand Down Expand Up @@ -991,6 +991,6 @@ @manual{gesmann_morris
booktitle = {{CAS} Research Papers},
organization = {Casualty Actuarial Society},
year = {2020},
howpublished = {\url{https://www.casact.org/research/research-papers/Compartmental-Reserving-Models-GesmannMorris0820.pdf}}
howpublished = {\url{https://www.casact.org/sites/default/files/2021-02/compartmental-reserving-models-gesmannmorris0820.pdf}}
}

7 changes: 5 additions & 2 deletions vignettes/NEWS.Rmd
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Expand Up @@ -17,6 +17,10 @@ vignette: >
knitr::opts_chunk$set(echo = TRUE)
suppressPackageStartupMessages(library(ChainLadder))
```
# Version 0.2.13 [2021-10-06]

* Updated URLs in the bibliography of the package vignette and help files

# Version 0.2.12 [2021-01-05]

* Moved continuous integration testing from TravisCI to GitHub Actions
Expand Down Expand Up @@ -417,8 +421,7 @@ Fixed tail extrapolation in Vignette.
subject to restrictions on the 'selected' factors relative to
the input 'Triangle'. See the paper
"A Family of Chain-Ladder Factor Models for Selected Link Ratios"
by Bardis, Majidi, Murphy:
https://www.variancejournal.org/issues/?fa=article&abstrID=6943
by Bardis, Majidi, Murphy, Variance Journal

* A new 'coef' method returns the age-to-age factor coefficients of
the regression models estimated by the 'chainladder' function.
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