ChainLadder swMATH ID: 8895 Software Authors: Markus Gesmann; Daniel Murphy; Wayne Zhang Description: R package ChainLadder: Statistical methods for the calculation of outstanding claims reserves in general insurance. The ChainLadder package provides various statistical methods which are typically used for the estimation of outstanding claims reserves in general insurance. The package has implementations of the Mack, Munich, Bootstrap, multivariate, and chain-ladder factor models (CLFM), as well as the loss development factor curve fitting methods of Dave Clark and generalised linear model based reserving models. Homepage: http://cran.r-project.org/web/packages/ChainLadder/index.html Source Code: https://github.com/cran/ChainLadder Related Software: R; DCL; MASS (R); actuar; apc; bootstrap; copula; nacopula; QRM; copula; MoSes; iWorks; cplm; Matlab; SAS; LifeTable; SPSS; Demography; termstrc; CRAN Task Views Cited in: 9 Documents all top 5 Cited by 19 Authors 3 Nielsen, Bent 2 Nielsen, Jens Perch 1 Avanzi, Benjamin 1 Frees, Edward W. 1 Harnau, Jonas 1 Martínez Miranda, María Dolores 1 Nieto-Barajas, Luis E. 1 Okine, A. Nii-Armah 1 Pettere, Gaida 1 Shi, Peng 1 Targino, Rodrigo S. 1 Taylor, Greg 1 Verrall, Richard J. 1 Voronova, Irina 1 Wang, Melantha 1 Wong, Bernard 1 Wüthrich, Mario Valentin 1 Zariņa-Cīrule, Ilze 1 Zhang, Yanwei Cited in 5 Serials 3 Scandinavian Actuarial Journal 2 Insurance Mathematics & Economics 2 ASTIN Bulletin 1 Journal of the American Statistical Association 1 Proceedings of the Estonian Academy of Sciences Cited in 3 Fields 8 Statistics (62-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Probability theory and stochastic processes (60-XX) Citations by Year