Functional-Based Chain Ladder for Claims Reserving
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 31
- Examples that run
- 100%22 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 23%
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- not measured
- Median days to close, 50 most recently updated closed PRs
- 0
Releases over time
Issues over time
7 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/42463863/profileladder on 2026-10-11.
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Dependencies
Code & Tests
Datasets
People & History
Package metadata
- First published
- 2025-04-30
- Total releases
- 6 / 1 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 20 KB / 9 files
- Download size
- 1.6 MB
Cite
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