clmplus: Tool-Box of Chain Ladder + Models

Implementation of the chain ladder model under the reverse time framework introduced in Hiabu (2017) <doi:10.1080/03461238.2016.1240709>. It also implements extensions that add flexibility to the individual development factors modeling by allowing practitioners to set their own hazard rate model.

Version: 0.0.1
Imports: StMoMo, ChainLadder, ggplot2, forecast, gridExtra, grid, reshape2
Suggests: knitr, rmarkdown, apc, dplyr, tidyr
Published: 2022-09-01
Author: Gabriele Pittarello ORCID iD [aut, cre, cph], Munir Hiabu ORCID iD [aut, cph], Andres Villegas [aut, cph]
Maintainer: Gabriele Pittarello <gabriele.pittarello at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
CRAN checks: clmplus results


Reference manual: clmplus.pdf
Vignettes: Case study part 1
Models comparison


Package source: clmplus_0.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): clmplus_0.0.1.tgz, r-oldrel (arm64): clmplus_0.0.1.tgz, r-release (x86_64): clmplus_0.0.1.tgz, r-oldrel (x86_64): clmplus_0.0.1.tgz


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