Claims Reserving under the Double Chain Ladder Model
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Documentation for package ‘DCL’ version 0.1.2
Help Pages
| DCL-package | Claims Reserving under the Double Chain Ladder Model |
| Aggregate | Switch to a higher level of aggregation |
| bdcl.estimation | Parameter estimation - DCL model using the BDCL method |
| clm | Classical Chain Ladder Method |
| DCL | Claims Reserving under the Double Chain Ladder Model |
| dcl.boot | Bootstrap distribution: the full cashflow |
| dcl.boot.prior | Bootstrap distribution (the full cashflow) adding prior knowledge |
| dcl.estimation | Parameter estimation - Double Chain Ladder model |
| dcl.predict | Pointwise predictions (RBNS/IBNR split) |
| dcl.predict.prior | Pointwise predictions (RBNS/IBNR split) adding prior knowledge |
| extract.prior | Extracting information about zero-claims and severity inflation |
| get.cumulative | Cumulative triangle |
| get.incremental | Incremental triangle |
| idcl.estimation | Parameter estimation - DCL model reproducing the incurred reserve. |
| ItriangleBDCL | Incurred data (BDCL example) |
| NpaidPrior | Number of non-zero payments (adding prior knowledge example) |
| NtriangleBDCL | Number of reported claims (BDCL example) |
| NtriangleDCL | Number of reported claims (DCL example) |
| NtrianglePrior | Number of reported claims (adding prior knowledge example) |
| Plot.cashflow | Plotting the full cashflow (bootstrap distribution) |
| Plot.clm.par | Plotting the estimated chain ladder parameters |
| Plot.dcl.par | Plotting the estimated parameters in the DCL model |
| Plot.triangle | Plotting an incremental run-off triangle |
| validating.incurred | Back-test: testing against the experience |
| XtriangleBDCL | Paid data (BDCL example) |
| XtriangleDCL | Paid data (DCL example) |
| XtrianglePrior | Paid data (adding prior knowledge example) |