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ChainLadder

★ 91 Open GitHub ↗

Claims reserving models in R

// repository documentation

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# ChainLadder

[![R-CMD-check](https://github.com/mages/ChainLadder/workflows/R-CMD-check/badge.svg)](https://github.com/mages/ChainLadder/actions)
 
[![CRAN\_Status\_Badge](https://www.r-pkg.org/badges/version/ChainLadder)](https://cran.r-project.org/package=ChainLadder) [![downloads](https://cranlogs.r-pkg.org/badges/grand-total/ChainLadder)](https://cran.r-project.org/package=ChainLadder)

ChainLadder is an R package providing methods and models which are typically 
used in insurance claims reserving, including:

- Mack chain-ladder, Munich chain-ladder and Bootstrap models
- General multivariate chain ladder-models 
- Loss development factor fitting and Cape Cod models 
- Generalized linear models 
- One year claims development result functions
- Utility functions to:
  - convert tables into triangles and triangles into tables 
  - convert cumulative into incremental and incremental into cumulative triangles
  - visualise triangles

For a Python claims reserving package visit [chainladder-python](https://github.com/casact/chainladder-python#readme).

## Installation

You can install the stable version from
[CRAN](https://cran.r-project.org/package=ChainLadder):

```s
install.packages('ChainLadder', dependencies = TRUE)
```

You can also install the package via the Github repository:

```s
# install.package("remotes") # In case you have not installed it.
remotes::install_github("mages/ChainLadder", dependencies = TRUE)
```

## Get started

```s
library(ChainLadder)
?ChainLadder
demo(ChainLadder)
```

See the ChainLadder package [vignette](https://mages.github.io/ChainLadder/articles/ChainLadder.html) for more details.

## Citation

To cite package 'ChainLadder' in publications see the output of:
```s
citation(package="ChainLadder")
```

ChainLadder

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