ProfileLadder: Functional-Based Chain Ladder for Claims Reserving
Functional claims reserving methods based on aggregated chain-ladder data, also known as a run-off triangle, implemented in three nonparametric algorithms (PARALLAX, REACT, and MACRAME) proposed in Maciak, Mizera, and Pešta (2022) <doi:10.1017/asb.2022.4>. Additional methods including permutation bootstrap for completed run-off triangles are also provided.
| Version: |
0.2.2 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
ChainLadder (≥ 0.2.12), raw (≥ 0.1.8), crayon (≥ 1.5.0) |
| Suggests: |
pbapply (≥ 1.7-4), testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: |
2026-01-10 |
| DOI: |
10.32614/CRAN.package.ProfileLadder |
| Author: |
Matúš Maciak [aut, cre],
Rastislav Matúš [aut, ctb],
Ivan Mizera [aut],
Michal Pešta [aut] |
| Maintainer: |
Matúš Maciak <maciak at karlin.mff.cuni.cz> |
| BugReports: |
https://github.com/42463863/ProfileLadder/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/42463863/ProfileLadder |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
ProfileLadder results |
Documentation:
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