ProfileLadder: Functional-Based Chain Ladder for Claims Reserving

Functional claims reserving methods based on aggregated chain-ladder data, also known as a run-off triangle, implemented in three nonparametric algorithms (PARALLAX, REACT, and MACRAME) proposed in Maciak, Mizera, and Pešta (2022) <doi:10.1017/asb.2022.4>. Additional methods including permutation bootstrap for completed run-off triangles are also provided.

Version: 0.2.1
Depends: R (≥ 4.0.0)
Imports: ChainLadder (≥ 0.2.12), raw (≥ 0.1.8), crayon (≥ 1.5.0)
Suggests: pbapply (≥ 1.7-4), testthat (≥ 3.0.0)
Published: 2025-10-23
DOI: 10.32614/CRAN.package.ProfileLadder
Author: Matúš Maciak [aut, cre], Rastislav Matúš [aut, ctb], Ivan Mizera [aut], Michal Pešta [aut]
Maintainer: Matúš Maciak <maciak at karlin.mff.cuni.cz>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
CRAN checks: ProfileLadder results

Documentation:

Reference manual: ProfileLadder.html , ProfileLadder.pdf

Downloads:

Package source: ProfileLadder_0.2.1.tar.gz
Windows binaries: r-devel: ProfileLadder_0.1.4.zip, r-release: ProfileLadder_0.1.4.zip, r-oldrel: ProfileLadder_0.1.4.zip
macOS binaries: r-release (arm64): ProfileLadder_0.1.4.tgz, r-oldrel (arm64): ProfileLadder_0.1.4.tgz, r-release (x86_64): ProfileLadder_0.1.4.tgz, r-oldrel (x86_64): ProfileLadder_0.1.4.tgz
Old sources: ProfileLadder archive

Linking:

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