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Statistics / Outstanding claims reserves / Loss reserving / Triangle / Euclidean geometry / Incurred but not reported / Matrix / Weighted mean / Geometry / Triangles / Triangle geometry


Package ‘ChainLadder’ August 23, 2014 Type Package Title Statistical methods and models for the calculation of outstanding claims reserves in general insurance Version 0.1.8
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Document Date: 2014-08-23 05:13:35


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Munich / /

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United Kingdom / /

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Institute of Actuaries / IBNR library / /

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Institute of Actuaries / /

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Wayne Zhang / Daniel Murphy / Thomas Mack / Christopher W. Laws / Markus Gesmann References / David Clark / Markus Gesmann / C. Dutang / V / Daniel Murphy Maintainer / Brian Fannin / Astin Bulletin / Dave Clark / Frank A. Schmid / /

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Author / linear model / /

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alpha / http / simulation / pdf / /

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