Package: clmplus 1.0.1
clmplus: Tool-Box of Chain Ladder Plus Models
Implementation of the age-period-cohort models for the claim development presented in the manuscript 'Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle' <doi:10.1080/10920277.2025.249672>.
Authors:
clmplus_1.0.1.tar.gz
clmplus_1.0.1.zip(r-4.7)clmplus_1.0.1.zip(r-4.6)clmplus_1.0.1.zip(r-4.5)
clmplus_1.0.1.tgz(r-4.6-any)clmplus_1.0.1.tgz(r-4.5-any)
clmplus_1.0.1.tar.gz(r-4.7-any)clmplus_1.0.1.tar.gz(r-4.6-any)
clmplus_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
clmplus/json (API)
| # Install 'clmplus' in R: |
| install.packages('clmplus', repos = c('https://gpitt71.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gpitt71/clmplus/issues
Pkgdown/docs site:https://gpitt71.github.io
- amases.gtpl - Amases GTPL
- amases.mod - Amases MOD
- amases.mtpl - Amases MTPL
- sifa.gtpl - Sifa GTPL
- sifa.mod - Sifa MOD
- sifa.mtpl - Sifa MTPL
age-period-cohort-modelsinsurancenon-lifereserving
Last updated from:892dcb39e3. Checks:5 ERROR, 2 OK, 2 WARNING. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | ERROR | 162 | ||
| source / vignettes | OK | 207 | ||
| linux-release-x86_64 | ERROR | 171 | ||
| macos-release-arm64 | ERROR | 169 | ||
| macos-oldrel-arm64 | WARNING | 236 | ||
| windows-devel | ERROR | 132 | ||
| windows-release | ERROR | 133 | ||
| windows-oldrel | WARNING | 112 | ||
| wasm-release | OK | 136 |
Exports:AggregateDataPPclmplus
Dependencies:abindactuarbackportsbiglmbootbroomcarcarDataChainLadderclicodacolorspacecowplotcplmcpp11DBIDerivdoBydotCall64dplyrexpintfanplotfarverfieldsforecastFormulafracdiffgenericsggplot2gluegnmgridExtragtableisobandlabelinglatticelifecyclelme4lmtestmagrittrmapsMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpurrrquantregqvcalcR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrelimpreshape2rlangrootSolveS7sandwichscalesspamSparseMstatmodStMoMostringistringrsurvivalsystemfittibbletidyrtidyselecttimeDatetweedieurcautf8vctrsviridisLitewithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Pre-process Run-Off Triangles | AggregateDataPP |
| Amases GTPL | amases.gtpl |
| Amases MOD | amases.mod |
| Amases MTPL | amases.mtpl |
| Fit Chain Ladder plus on Run-off Triangles. | clmplus |
| Fit Chain Ladder Plus to reverse time triangles. | clmplus.AggregateDataPP |
| Fit Chain Ladder Plus to reverse time triangles. | clmplus.default |
| Plot the payments behavior | plot.AggregateDataPP |
| Plot the hazard model residuals | plot.clmplusmodel |
| Plot the hazard model fitted and forecasted parameters | plot.clmpluspredictions |
| Predict the Reserve using Chain Ladder Plus Models | predict.clmplusmodel |
| Sifa GTPL | sifa.gtpl |
| Sifa MOD | sifa.mod |
| Sifa MTPL | sifa.mtpl |
