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reserving-tutorial

R

ChainLadder: Claims reserving with R

Exploring https://github.com/mages/ChainLadder

  • Mack chain-ladder, Munich chain-ladder and Bootstrap models
  • General multivariate chain ladder-models
  • Loss development factor fitting and Cape Cod models
  • Generalized linear models
  • One year claims development result functions
  • Utility functions to:
    • convert tables into triangles and triangles into tables
    • convert cumulative into incremental and incremental into cumulative triangles
    • visualise triangles

Python

chainladder - Property and Casualty Loss Reserving in Python

Exploring https://github.com/casact/chainladder-python

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chainladder - Property and Casualty Loss Reserving

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