clmplus: Tool-Box of Chain Ladder + Models
Implementation of the chain ladder model under the reverse time framework introduced in Hiabu (2017) <doi:10.1080/03461238.2016.1240709>. It also implements extensions that add flexibility to the individual development factors modeling by allowing practitioners to set their own hazard rate model.
| Version: | 0.0.1 |
| Imports: | StMoMo, ChainLadder, ggplot2, forecast, gridExtra, grid, reshape2 |
| Suggests: | knitr, rmarkdown, apc, dplyr, tidyr |
| Published: | 2022-09-01 |
| Author: | Gabriele Pittarello
 [aut, cre,
cph],
Munir Hiabu [aut,
cph],
Andres Villegas [aut, cph] |
| Maintainer: | Gabriele Pittarello <gabriele.pittarello at uniroma1.it> |
| BugReports: | https://github.com/gpitt71/clmplus/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/gpitt71/clmplus |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | clmplus results |
Documentation:
| Reference manual: | clmplus.pdf |
| Vignettes: |
Case study part 1 Models comparison |
Downloads:
| Package source: | clmplus_0.0.1.tar.gz |
| Windows binaries: | r-devel: clmplus_0.0.1.zip, r-release: clmplus_0.0.1.zip, r-oldrel: clmplus_0.0.1.zip |
| macOS binaries: | r-release (arm64): clmplus_0.0.1.tgz, r-oldrel (arm64): clmplus_0.0.1.tgz, r-release (x86_64): clmplus_0.0.1.tgz, r-oldrel (x86_64): clmplus_0.0.1.tgz |
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