ChainLadder 0.1.6 released with chain-ladder factor models
[This article was first published on mages' blog, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Version 0.1.6 of the ChainLadder package has been released and is already available from CRAN.Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
The new version adds the function
CLFMdelta. CLFMdelta finds consistent weighting parameters delta for a vector of selected age-to-age chain-ladder factors for a given run-off triangle.The added functionality was implemented by Dan Murphy, who is the co-author of the paper A Family of Chain-Ladder Factor Models for Selected Link Ratios by Bardis, Majidi, Murphy. You find a more detailed explanation with R code examples on Dan’s blog and see also his slides from the CAS spring meeting.
 |
| Slides by Dan Murphy |
To leave a comment for the author, please follow the link and comment on their blog: mages' blog.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.