ChainLadder
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mages
Claims reserving models in R
## Problem The value returned by `MackChainLadder()` depends on whether `Triangle` is passed directly (i.e. as a function argument) or using `magrittr`'s pipe operator (`%>%`): ``` library(ChainLadder) library(magrittr) # Pass...
Hello😄 Sorry for asking again, but I'm having a problem summarizing data from the Munich chain-ladder chapter. The associated plot for this chapter (in the top right corner) uses the...
glmReserve
when I run "glmReserve" in RExcel with "var.power=1" and "cum=FALSE" and "mse.method = bootstarp" and "nsim =1000" I get error message "Microsoft Excel is waiting for another application to complete...
This adds : 1° A S3 class `BootMackChainLadder` and some methods (print, summary, mean, CDR) 2° A S3 class `MultiBootMackChainLadder` and some methods (mean, CDR, NyIBNR, Corel) ----------------------- From our...
The functions are set up to only handle nxn triangles. The AY correlation function appears to just need the value of n adjusted for years with one LDF. However, the...
Hello, When `rereserving = FALSE is specifying` , summary.tweedie does not work. This is due to the fact that in the second part of the code of the summary.tweedie function...
Hello, The tweedieReserve function is not working when the var.power argument is NULL. The documentation of the package says that "If NULL, it will be assumed to be in (1,2)...
Hi, I'm actualy trying to add some missing reserving models to the package. Is there some norms that all models should implement to be considered as viable models for Triangles...
Hi, There is an inconsistency where Mack summary has all origin periods, but glmReserve drops the first origin period. ```{r} library(ChainLadder) dev_glm
When upper left of triangle is NA, plot fails. Here is a simple example: > GenIns[1, 1] plot(MultiChainLadder(list(GenIns))) Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths...
