R: Claims Reserving under the Double Chain Ladder Model

# Claims Reserving under the Double Chain Ladder Model

## Documentation for package ‘DCL’ version 0.1.2

- DESCRIPTION file

## Help Pages

DCL-package | Claims Reserving under the Double Chain Ladder Model
Aggregate | Switch to a higher level of aggregation
bdcl.estimation | Parameter estimation - DCL model using the BDCL method
clm | Classical Chain Ladder Method
DCL | Claims Reserving under the Double Chain Ladder Model
dcl.boot | Bootstrap distribution: the full cashflow
dcl.boot.prior | Bootstrap distribution (the full cashflow) adding prior knowledge
dcl.estimation | Parameter estimation - Double Chain Ladder model
dcl.predict | Pointwise predictions (RBNS/IBNR split)
dcl.predict.prior | Pointwise predictions (RBNS/IBNR split) adding prior knowledge
extract.prior | Extracting information about zero-claims and severity inflation
get.cumulative | Cumulative triangle
get.incremental | Incremental triangle
idcl.estimation | Parameter estimation - DCL model reproducing the incurred reserve.
ItriangleBDCL | Incurred data (BDCL example)
NpaidPrior | Number of non-zero payments (adding prior knowledge example)
NtriangleBDCL | Number of reported claims (BDCL example)
NtriangleDCL | Number of reported claims (DCL example)
NtrianglePrior | Number of reported claims (adding prior knowledge example)
Plot.cashflow | Plotting the full cashflow (bootstrap distribution)
Plot.clm.par | Plotting the estimated chain ladder parameters
Plot.dcl.par | Plotting the estimated parameters in the DCL model
Plot.triangle | Plotting an incremental run-off triangle
validating.incurred | Back-test: testing against the experience
XtriangleBDCL | Paid data (BDCL example)
XtriangleDCL | Paid data (DCL example)
XtrianglePrior | Paid data (adding prior knowledge example)