Releases: mages/ChainLadder
Releases · mages/ChainLadder
ChainLadder 0.2.0
New Features
- New generic function CDR to estimate the one year claims development
result. S3 methods for the Mack and bootstrap model have been
added already:- CDR.MackChainLadder to estimate the one year claims
development result of the Mack model without tail factor,
based papers by Merz & Wuthrich (2008, 2014) - CDR.BootChainLadder to estimate the one year claims
development result of the bootstrap model, using ideas and code
by Giuseppe Crupi.
- CDR.MackChainLadder to estimate the one year claims
- New function tweedieReserve to estimate reserves in a GLM framework,
including the one year claims development result. - Package vignette has new chapter 'One Year Claims Development
Result'. - New example data MW2008 and MW2014 form the Merz & Wuthrich (2008, 2014)
papers
Changes
- Source code development moved from Google Code to GitHub:
https://github.com/mages/ChainLadder - as.data.frame.triangle now gives warning message when dev. period
is a character - Alessandro Carrato, Giuseppe Crupi and Mario Wuthrich have been
added as authors, thanks to their major contribution to code and
documentation - Christophe Dutang, Arnaud Lacoume and Arthur Charpentier have been
added as contributors, thanks to their feedback, guidance and
code contribution