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This package was removed from CRAN on 2021-11-05. Its history is shown below.
Reason: check problems were not corrected in time
Details below reflect version 1.0.0-3, its last release before removal.

BALD

1.0.0-3Package record

Robust Loss Development Using MCMC

0packages depend
–downloads / year
–test coverage
–flavors OK

Overview

About
Maintained by Can WangCRAN page ↗

Bayesian analysis of loss development on insurance triangles or 'BALD' is a Bayesian model of developing aggregate loss triangles in property casualty insurance. This actuarial model makes use of a heteroskedastic and skewed t-likelihood with endogenous degrees of freedom, employs model averaging by means of Reversible Jump MCMC, and accommodates a structural break in the path of the consumption of benefits. Further, the model is capable of incorporating expert information in the calendar year effect. In an accompanying vignette, this model is applied to two widely studied General Liability and Auto Bodily Injury Liability loss triangles. For a description of the methodology, see Frank A. Schmid (2010) doi:10.2139/ssrn.1501706.

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Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

Documentation

In release 1.0.0-3
READMEYes · 284 wordsVignettesYes · 1 · staticNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
138 (2 internal)includes a package overview page
Examples that run
100%42 run in a plain check
Exported functions with examples
100%
Documented parameters
98%
Return-value docs
83%
Help pages citing references
9%

Downloads

BALD
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Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (6)
R >= 3.3.0methodsrjagslogsplineutilslattice
Imports (2)
statsgraphics
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)
Contributor
Contributor

Maintainer since 1.0.0-3 (2018)

Releases (1)
  • R
    R 4.2.0 released · 2022-04-22
  • archivedRemoved from CRAN
    2021-11-05
    check problems were not corrected in time
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 1.0.0-3
    2018-10-22
  • R
    R 3.5.0 released · 2018-04-23

Package metadata

First published
2018-10-22
Total releases
1 / 8 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 3.3.0
Bundled data
2.7 KB / 6 files

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BALD")
Wang, C., Laws, C. W., & Schmid, F. A. (n.d.). BALD: Robust Loss Development Using MCMC (Version 1.0.0-3) [Computer software]. Retrieved October 23, 2026, from https://CRAN.R-project.org/package=BALD

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for BALD version 1.0.0-3 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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