ChainLadder

swMATH8895CRANChainLadderMaRDI QIDQ20893

Statistical Methods and Models for Claims Reserving in General Insurance

Eric dal Moro, Alessandro Carrato, Yanwei Zhang, Daniel Murphy, Mario Wuthrich, Markus Gesmann, Fabio Concina

Last update: 27 June 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.2.17, 0.1.1-1, 0.1.1-2, 0.1.1-3, 0.1.1-4, 0.1.1-5, 0.1.2-5, 0.1.2-6, 0.1.2-7, 0.1.2-8, 0.1.2-9, 0.1.2-10, 0.1.2-11, 0.1.2-13, 0.1.3-3, 0.1.3-4, 0.1.4-0, 0.1.4-2, 0.1.4-3.4, 0.1.4-3, 0.1.5-0, 0.1.5-1, 0.1.5-2, 0.1.5-4, 0.1.5-6, 0.1.6, 0.1.7, 0.1.8, 0.1.9, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.2.6, 0.2.7, 0.2.8, 0.2.9, 0.2.10, 0.2.11, 0.2.12, 0.2.13, 0.2.14, 0.2.15, 0.2.16, 0.2.18

Source code repository: https://github.com/cran/ChainLadder

Description

Various statistical methods and models which are typically used for the estimation of outstanding claims reserves in general insurance, including those to estimate the claims development result as required under Solvency II.

Related Items (11)

JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING ⋮ The geometric chain-ladder ⋮ Double chain ladder, claims development inflation and zero-claims ⋮ Generalized log-normal chain-ladder ⋮ A general multivariate chain ladder model ⋮ A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES ⋮ clmplus ⋮ SynthETIC: an individual insurance claim simulator with feature control ⋮ apc ⋮ Over-Dispersed Age-Period-Cohort Models ⋮ Efficient capital management using an internal model: a case of non-life insurance

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