ProfileLadder: Functional Profile Chain Ladder for Claims Reserving

Functional claims reserving methods based on aggregated chain-ladder data, also known as the run-off triangle (functional) development profiles, implemented in three nonparametric algorithms (PARALLAX, REACT, and MACRAME) proposed in Maciak, Mizera, and Pešta (2022) <doi:10.1017/asb.2022.4>.

Version:	0.1.3
Depends:	R (≥ 4.0.0)
Imports:	ChainLadder (≥ 0.2.12), raw (≥ 0.1.8)
Published:	2025-07-23
Author:	Matúš Maciak [aut, cre], Rastislav Matúš [ctb], Ivan Mizera [aut], Michal Pešta [aut]
Maintainer:	Matúš Maciak <maciak at karlin.mff.cuni.cz>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Materials:	README
CRAN checks:	ProfileLadder results

Documentation:

Reference manual:

ProfileLadder.html , ProfileLadder.pdf

Downloads:

Package source:	ProfileLadder_0.1.3.tar.gz
Windows binaries:	r-devel: ProfileLadder_0.1.2.zip, r-release: ProfileLadder_0.1.2.zip, r-oldrel: ProfileLadder_0.1.2.zip
macOS binaries:	r-release (arm64): ProfileLadder_0.1.2.tgz, r-oldrel (arm64): ProfileLadder_0.1.2.tgz, r-release (x86_64): ProfileLadder_0.1.2.tgz, r-oldrel (x86_64): ProfileLadder_0.1.2.tgz
Old sources:	ProfileLadder archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ProfileLadder to link to this page.