CRAN/E | clmplus

clmplus

Tool-Box of Chain Ladder Plus Models

Installation

About

Implementation of the chain ladder model under the reverse time framework introduced in Hiabu (2017) doi:10.1080/03461238.2016.1240709. It also implements extensions that add flexibility to the individual development factors modeling by allowing practitioners to set their own hazard rate model.

github.com/gpitt71/clmplus
Bug report File report

Key Metrics

Version 0.1.0
Published 2022-12-14 497 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks clmplus results

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Maintainer

Maintainer

Gabriele Pittarello

gabriele.pittarello@uniroma1.it

Authors

Gabriele Pittarello

aut / cre / cph

Munir Hiabu

aut / cph

Andres Villegas

aut / cph

Material

README
Reference manual
Package source

Vignettes

Case study part 1
Models comparison

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

clmplus archive

Imports

StMoMo
ChainLadder
stats
ggplot2
forecast
gridExtra
reshape2

Suggests

knitr
rmarkdown
apc
dplyr
tidyr