Hierarchical Loss Reserving with Stan

I continue with the growth curve model for loss reserving from last week's post . Today, following the ideas of James Guszcza [2] I wil...

Loss Developments via Growth Curves and Stan

Last week I posted a biological example of fitting a non-linear growth curve with Stan / RStan . Today, I want to apply a similar approach ...

ChainLadder 0.2.2 is out with improved glmReserve function

We released version 0.2.2 of ChainLadder a few weeks ago. This version adds back the functionality to estimate the index parameter for the ...

ChainLadder 0.2.1 released

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN . New Features New function PaidIncurred...

ChainLadder 0.2.0 adds Solvency II CDR functions

ChainLadder is an R package that provides statistical methods and models for claims reserving in general insurance. With version 0.2.0 we a...

ChainLadder 0.1.8 released

Over the weekend we released version 0.1.8 of the ChainLadder package for claims reserving on CRAN. What is claims reserving? The insurance...

Creating a matrix from a long data.frame

There can never be too many examples for transforming data with R. So, here is another example of reshaping a data.frame into a matrix . He...

ChainLadder 0.1.6 released with chain-ladder factor models

Version 0.1.6 of the ChainLadder package has been released and is already available from CRAN . The new version adds the function CLFMdelta...

ChainLadder 0.1.5-6 released on CRAN

Last week we released version 0.1.5-6 of the ChainLadder package on CRAN . The ChainLadder package provides statistical models, which are t...