[R-sig-ins] ChainLadder version 0.2.1 released on CRAN
Markus Gesmann
markus.gesmann at googlemail.com
Mon Jul 13 08:05:11 CEST 2015
Version 0.2.1 of the ChainLadder package for claims reserving has been pushed to CRAN (http://cran.at.r-project.org/package=ChainLadder):
NEW FEATURES
o New function PaidIncurredChain by Fabio Concina, based on the
2010 Merz & Wuthrich paper Paid-incurred chain claims reserving method
o plot.MackChainLadder and plot.BootChainLadder gained new argument
'which', allowing users to specify which sub-plot to display.
Thanks to Christophe Dutang for this suggestion.
Changes
o Updated NAMESPACE file to comply with new R CMD checks in R-3.3.0
o Removed package dependencies on grDevices and Hmisc
o Expanded package vignette with new paragraph on importing spreadsheet
data, a new section "Paid-Incurred Chain Model" and an added example for
a full claims development picture in the "One Year Claims Development
Result" section.
Binary versions of the package will appear on the various CRAN mirrors over the
next couple of days. Alternatively you can install ChainLadder directly from
GitHub (https://github.com/mages/ChainLadder) using the following R commands:
install.packages(c(“systemfit”, “actuar", "statmod", "tweedie", "devtools"))
library(devtools)
install_github("mages/ChainLadder")
Completely new to ChainLadder? Start with the package vignette:
http://cran.at.r-project.org/web/packages/ChainLadder/vignettes/ChainLadder.pdf
—
Markus Gesmann
Blog: www.magesblog.com
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