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Releases: mages/ChainLadder

ChainLadder 0.2.0

04 Mar 07:01
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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.
  • 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