R: Statistical Methods and Models for Claims Reserving in General Insurance

# Statistical Methods and Models for Claims Reserving in General Insurance

## Documentation for package ‘ChainLadder’ version 0.2.21

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Code demos. Use demo() to run them.
- Package NEWS
- Package README

## Help Pages

A B C D F G I J L M N P Q R S T U V misc

ChainLadder-package | Methods and Models for Claims Reserving

## -- A --

ABC | Run off triangle of accumulated claims data
as.data.frame.triangle | Generic functions for triangles
as.LongTriangle | Convert Triangle from wide to long
as.triangle | Generic functions for triangles
as.triangle.data.frame | Generic functions for triangles
as.triangle.matrix | Generic functions for triangles
ata | Calculate Age-to-Age Factors
auto | Run off triangle of accumulated claim data
AutoBI | Run off triangles of accumulated claim data

## -- B --

BootChainLadder | Bootstrap-Chain-Ladder Model
BS.paid.adj | Berquist-Sherman Paid Claim Development Adjustment

## -- C --

cbind2-method | S4 Class "triangles"
CDR | One year claims development result
CDR.BootChainLadder | One year claims development result
CDR.default | One year claims development result
CDR.MackChainLadder | One year claims development result
ChainLadder | Methods and Models for Claims Reserving
chainladder | Estimate age-to-age factors
checkTriangleInflation | Check Y-o-Y Triangle Inflation Rates
ClarkCapeCod | Clark Cape Cod method
ClarkLDF | Clark LDF method
CLFMdelta | Find "selection consistent" values of delta
coef-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
coef.ChainLadder | Extract residuals of a ChainLadder model
coerce-method | S4 Class "triangles"
cum2incr | Cumulative and incremental triangles
cyEffTest | Testing for Calendar Year Effect

## -- D --

dfCorTest | Testing for Correlations between Subsequent Development Factors
dim-method | S4 Class "triangles"

## -- F --

fitted-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results

## -- G --

GenIns | Run off triangle of claims data.
GenInsLong | Run off triangle of claims data.
getLatestCumulative | Triangle information for most recent calendar period.
glmReserve | GLM-based Reserving Model
GMCLFit-class | Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

## -- I --

incr2cum | Cumulative and incremental triangles
inflateTriangle | Inflate a Triangle based on an Inflation Rate

## -- J --

Join2Fits | Join Two Fitted MultiChainLadder Models
JoinFitMse | Join Model Fit and Mse Estimation

## -- L --

liab | Run off triangle of accumulated claim data
LRfunction | Calculate the Link Ratio Function

## -- M --

M3IR5 | Run off triangle of claims data
MackChainLadder | Mack Chain-Ladder Model
MCLFit-class | Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MCLincurred | Run off triangles of accumulated paid and incurred claims data.
MCLpaid | Run off triangles of accumulated paid and incurred claims data.
mean.BootChainLadder | Methods for BootChainLadder objects
MedMal | Run off triangles of accumulated claim data
Mortgage | Run off triangle of accumulated claims data
Mse | Methods for Generic Function Mse
Mse-method | Methods for Generic Function Mse
Mse-methods | Methods for Generic Function Mse
MultiChainLadder | Multivariate Chain-Ladder Models
MultiChainLadder-class | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
MultiChainLadder2 | Multivariate Chain-Ladder Models
MultiChainLadderFit-class | Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MultiChainLadderMse-class | Class "MultiChainLadderMse"
MultiChainLadderSummary-class | Class "MultiChainLadderSummary"
MunichChainLadder | Munich-chain-ladder Model
MW2008 | Run-off claims triangle
MW2014 | Run-off claims triangle

## -- N --

names-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
names-method | Class "MultiChainLadderSummary"
NullChar-class | Class "NullNum", "NullChar" and "NullList"
NullList-class | Class "NullNum", "NullChar" and "NullList"
NullNum-class | Class "NullNum", "NullChar" and "NullList"

## -- P --

PaidIncurredChain | PaidIncurredChain
plot-method | Methods for Function plot
plot-methods | Methods for Function plot
plot.BootChainLadder | Plot method for a BootChainLadder object
plot.checkTriangleInflation | Plot method for a checkTriangleInflation object
plot.clark | Plot Clark method residuals
plot.cyEffTest | Plot method for a cyEffTest object
plot.dfCorTest | Plot method for a dfCorTest object
plot.glmReserve | GLM-based Reserving Model
plot.MackChainLadder | Plot method for a MackChainLadder object
plot.MunichChainLadder | Plot method for a MunichChainLadder object
plot.triangle | Generic functions for triangles
predict-method | Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
predict.ChainLadder | Prediction of a claims triangle
predict.TriangleModel | Prediction of a claims triangle
print.ata | Print Age-to-Age factors
print.BootChainLadder | Methods for BootChainLadder objects
print.checkTriangleInflation | Print function for a checkTriangleInflation object
print.clark | Print results of Clark methods
print.ClarkCapeCod | Print results of Clark methods
print.ClarkLDF | Print results of Clark methods
print.cyEffTest | Print function for a cyEffTest object
print.dfCorTest | Print function for a dfCorTest object
print.glmReserve | GLM-based Reserving Model
print.MackChainLadder | Summary and print function for Mack-chain-ladder
print.MunichChainLadder | Summary and print function for Munich-chain-ladder
print.tweedieReserve | Reserve Risk Capital Report

## -- Q --

qincurred | Quarterly run off triangle of accumulated claims data
qpaid | Quarterly run off triangle of accumulated claims data
quantile.BootChainLadder | Methods for BootChainLadder objects
quantile.MackChainLadder | quantile function for Mack-chain-ladder
QuantileIFRS17 | Quantile estimation for the IFRS 17 Risk Adjustment

## -- R --

RAA | Run off triangle of accumulated claims data
rbind2-method | S4 Class "triangles"
resid-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
resid.glmReserve | GLM-based Reserving Model
residCor | Generic function for residCov and residCor
residCor-method | Generic function for residCov and residCor
residCor-methods | Generic function for residCov and residCor
residCov | Generic function for residCov and residCor
residCov-method | Generic function for residCov and residCor
residCov-methods | Generic function for residCov and residCor
residuals-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
residuals.BootChainLadder | Methods for BootChainLadder objects
residuals.MackChainLadder | Extract residuals of a MackChainLadder model
rstandard-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results

## -- S --

show-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
show-method | Class "MultiChainLadderSummary"
summary-method | Methods for Function summary
summary-methods | Methods for Function summary
summary.ata | Summary method for object of class 'ata'
summary.BootChainLadder | Methods for BootChainLadder objects
summary.checkTriangleInflation | Summary function for a checkTriangleInflation object
summary.ClarkCapeCod | Summary methods for Clark objects
summary.ClarkLDF | Summary methods for Clark objects
summary.cyEffTest | Summary function for a cyEffTest object
summary.dfCorTest | Summary function for a dfCorTest object
summary.glmReserve | GLM-based Reserving Model
summary.MackChainLadder | Summary and print function for Mack-chain-ladder
summary.MunichChainLadder | Summary and print function for Munich-chain-ladder
summary.tweedieReserve | Reserve Risk Capital Report

## -- T --

Table64 | Functions to Reproduce Clark's Tables
Table65 | Functions to Reproduce Clark's Tables
Table68 | Functions to Reproduce Clark's Tables
triangle | Generic functions for triangles
triangles-class | S4 Class "triangles"
tweedieReserve | Tweedie Stochastic Reserving Model

## -- U --

UKMotor | UK motor claims triangle
USAAincurred | Example paid and incurred triangle data from CAS web site.
USAApaid | Example paid and incurred triangle data from CAS web site.

## -- V --

vcov-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
vcov.clark | Covariance Matrix of Parameter Estimates - Clark's methods

## -- misc --

$-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
$-method | Class "MultiChainLadderSummary"
[-method | S4 Class "triangles"
[<--method | S4 Class "triangles"
[[-method | Class "MultiChainLadder" of Multivariate Chain-Ladder Results
[[-method | Class "MultiChainLadderSummary"