Chainladder

Latest version: v0.8.20

Safety actively analyzes 631012 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

Page 9 of 9

0.1.12

* R/MackChainLadderFunctions.R: added function
TotalMack.S.E function to estimate the overall standard error for
the reserve. MackChainLadder gives now also the
Total.Mack.S.E. back plus the estimate standard error for all
individual age-to-age factors F.se.

0.1.11

* First release on CRAN

0.1.9

Changes

* Updated README and DESCRIPTION file to comply with changes of
CRAN policy.

0.1.8

Bug Fixes

* BootChainLadder produced warnings for triangles that had static
developments when the argument process.distr was set to "od.pois".
* as.triangle.data.frame didn't work for a data.frame less than three rows
* Arguments xlab and ylab were not passed through in plot.triangle, when
lattice=TRUE

0.1.7

Changes

* The glmReserve function currently doesn't allow the parameter var.power
to be set to NULL, which would have called the cpglm function of the
cplm package. The cplm package is due to dependency issues with lme4
no longer available via CRAN.

0.1.6

New Features

* A new function, CLFMdelta, finds the value of
delta such that the model coefficients resulting from
the 'chainladder' function with that value for argument delta are
consistent with an input vector of 'selected' age-to-age factors,
subject to restrictions on the 'selected' factors relative to
the input 'Triangle'. See the paper
"A Family of Chain-Ladder Factor Models for Selected Link Ratios"
by Bardis, Majidi, Murphy, Variance Journal

* A new 'coef' method returns the age-to-age factor coefficients of
the regression models estimated by the 'chainladder' function.

* Exports a function "LRfunction" that calculates a Triangle's
link ratio function and can be used to plot the space of
"reasonable link ratio selections" per the CLFM paper.

Changes

* Removed some package dependencies in DESCRIPTION and moved them
to Imports.

Page 9 of 9

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.