Mack, Bootstrap, Munich, Multivariate-chain-ladder and Clark methods for insurance claims reserving

Documentation for package ‘ChainLadder’ version 0.1.4-3.4

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Various chain-ladder methods for claims reserving

-- A --

ABC	Run off triangle of accumulated claims data
as.data.frame.triangle	Generic functions for triangles
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

-- B --

Bootstrap-Chain-Ladder Model

-- C --

cbind2-method	S4 Class "triangles"
ChainLadder	Various chain-ladder methods for claims reserving
chainladder	Estimate age-to-age factors
ClarkCapeCod	Clark Cape Cod method
ClarkLDF	Clark LDF method
coef-method	Class "MultiChainLadder" of Multivariate Chain Ladder Results
coerce-method	S4 Class "triangles"
cum2incr	Cumulative and incremental triangles

-- D --

S4 Class "triangles"

-- F --

fitted-method	Class "MultiChainLadder" of Multivariate Chain Ladder Results
fitted.values-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.
GMCLFit-class	Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"

-- I --

Cumulative and incremental triangles

-- J --

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

-- L --

liab	Run off triangle of accumulated claim data

-- 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
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
MultiChainLadderFit-class	Class "MultiChainLadderFit", "MCLFit" and "GMCLFit"
MultiChainLadderMse-class	Class "MultiChainLadderMse"
MultiChainLadderSummary-class	Class "MultiChainLadderSummary"
MunichChainLadder	Munich-chain-ladder Model

-- 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 --

plot-method	Methods for Function plot
plot-methods	Methods for Function plot
plot.BootChainLadder	Plot method for a BootChainLadder object
plot.clark	Plot Clark method residuals
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.clark	Print results of Clark methods
print.ClarkCapeCod	Print results of Clark methods
print.ClarkLDF	Print results of Clark methods
print.MackChainLadder	Summary and print function for Mack-chain-ladder
print.MunichChainLadder	Summary and print function for Munich-chain-ladder

-- 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

-- R --

RAA	Run off triangle of accumulated claims data
rbind2-method	S4 Class "triangles"
resid-method	Class "MultiChainLadder" of Multivariate Chain Ladder Results
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.ClarkCapeCod	Summary methods for Clark objects
summary.ClarkLDF	Summary methods for Clark objects
summary.MackChainLadder	Summary and print function for Mack-chain-ladder
summary.MunichChainLadder	Summary and print function for Munich-chain-ladder

-- 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"

-- 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"