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]

clmplus_1.0.0.tar.gz
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clmplus_1.0.0.tgz(r-4.4-any)clmplus_1.0.0.tgz(r-4.3-any)
clmplus_1.0.0.tar.gz(r-4.5-noble)clmplus_1.0.0.tar.gz(r-4.4-noble)
clmplus_1.0.0.tgz(r-4.4-emscripten)clmplus_1.0.0.tgz(r-4.3-emscripten)
clmplus.pdf |clmplus.html✨
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

Datasets:

amases.gtpl - Amases GTPL
amases.mod - Amases MOD
amases.mtpl - Amases MTPL
sifa.gtpl - Sifa GTPL
sifa.mod - Sifa MOD
sifa.mtpl - Sifa MTPL

On CRAN:

age-period-cohort-models insurance non-life reserving

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

Last updated 29 days agofrom:e64a0e3f7c. Checks:OK: 1 ERROR: 6. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 24 2024
R-4.5-win	ERROR	Oct 24 2024
R-4.5-linux	ERROR	Oct 24 2024
R-4.4-win	ERROR	Oct 24 2024
R-4.4-mac	ERROR	Oct 24 2024
R-4.3-win	ERROR	Oct 24 2024
R-4.3-mac	ERROR	Oct 24 2024

Exports:AggregateDataPP clmplus

Dependencies:abind actuar backports biglm boot broom car carData ChainLadder cli coda colorspace cowplot cplm cpp11 curl DBI Deriv doBy dotCall64 dplyr expint fanplot fansi farver fields forecast Formula fracdiff generics ggplot2 glue gnm gridExtra gtable isoband jsonlite labeling lattice lifecycle lme4 lmtest magrittr maps MASS Matrix MatrixModels mgcv microbenchmark minqa modelr munsell nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig plyr purrr quadprog quantmod quantreg qvcalc R6 RColorBrewer Rcpp RcppArmadillo RcppEigen relimp reshape2 rlang rootSolve sandwich scales spam SparseM statmod StMoMo stringi stringr survival systemfit tibble tidyr tidyselect timeDate tseries TTR tweedie urca utf8 vctrs viridisLite withr xts zoo

Case study part 1

Gabriele Pittarello

Rendered fromcasestudy1.Rmdusingknitr::rmarkdownon Oct 24 2024.

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

Models comparison

Gabriele Pittarello

Rendered frommodelscomparison.Rmdusingknitr::rmarkdownon Oct 24 2024.

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

Citation

Development and contributors

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