Package: clmplus 1.0.0

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:10.48550/arXiv.2301.03858>.

Authors:Gabriele Pittarello [aut, cre, cph], Munir Hiabu [aut, cph], Andres Villegas [aut, cph]

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clmplus/json (API)

# Install 'clmplus' in R:
install.packages('clmplus', repos = c('https://gpitt71.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/gpitt71/clmplus/issues

Datasets:

On CRAN:

age-period-cohort-modelsinsurancenon-lifereserving

5.30 score 4 stars 8 scripts 608 downloads 2 exports 98 dependencies

Last updated 13 days agofrom:e64a0e3f7c. Checks:OK: 1 ERROR: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 24 2024
R-4.5-winERROROct 24 2024
R-4.5-linuxERROROct 24 2024
R-4.4-winERROROct 24 2024
R-4.4-macERROROct 24 2024
R-4.3-winERROROct 24 2024
R-4.3-macERROROct 24 2024

Exports:AggregateDataPPclmplus

Dependencies:abindactuarbackportsbiglmbootbroomcarcarDataChainLadderclicodacolorspacecowplotcplmcpp11curlDBIDerivdoBydotCall64dplyrexpintfanplotfansifarverfieldsforecastFormulafracdiffgenericsggplot2gluegnmgridExtragtableisobandjsonlitelabelinglatticelifecyclelme4lmtestmagrittrmapsMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpurrrquadprogquantmodquantregqvcalcR6RColorBrewerRcppRcppArmadilloRcppEigenrelimpreshape2rlangrootSolvesandwichscalesspamSparseMstatmodStMoMostringistringrsurvivalsystemfittibbletidyrtidyselecttimeDatetseriesTTRtweedieurcautf8vctrsviridisLitewithrxtszoo

Case study part 1

Rendered fromcasestudy1.Rmdusingknitr::rmarkdownon Oct 24 2024.

Last update: 2024-10-24
Started: 2022-07-21

Models comparison

Rendered frommodelscomparison.Rmdusingknitr::rmarkdownon Oct 24 2024.

Last update: 2024-10-24
Started: 2022-07-21