Chainladder

Latest version: v0.8.20

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0.1.24

* R/BootstrapReserve.R Included all the functions for the BootChainLadder
function. The BootChainLadder procedure provides a predictive
distribution of reserves for a cumulative claims development
triangle.
* R/BootstrapReserve.R, MackChainLadder.R, MunichChainLadder The summary
methods for MackChainLadder, MunichChainLadder, BootChainLadder
give a list back with two elements "ByOrigin" and "Totals"
* R/zzz.R Included a .onLoad function to produce a little message
after the ChainLadder package is loaded.
* Excel/ChainLadder_in_Excel.xls Added new examples for
BootChainLadder and how to use Rapply to call functions from the
ChainLadder package.

0.1.22

* R/MackChainLadder.R Included tail factor estimation. The
function MackChainLadder has a new argument "tail" to either
estimate the tail factor via a log-linear regression or to set it manually.
* data/qpaid.RData, qincurred.RData Added examples of quarterly
development triangles

0.1.20

* R/MackChainLadder.R Prepared the functions Mack.S.E and
Total.Mack.S.E to accept triangles with rows full of NA values.
This might be useful for non quadratic triangles

0.1.15

* R/MackChainLadder.R Bug fix: Function Mack.S.E did not give F.se back,
which is needed by TotalMack.S.E.
Many thanks to Florian Leitenstorfer for reporting this issue.

0.1.14

* inst/Excel/ChainLadder_in_Excel.xls uses now dynamic functions
and shows how to call 'plot' from Excel
* R/MackChainLadderFunctions.R: Changed labels Reserving to IBNR
(=Incurred But Not Reported)

0.1.13

* R/MackChainLadderFunctions.R: Mack.S.E checks now which sigma>0 before log
linear regression of sigma to estimate sigma[n-1]

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