clmplus: Tool-Box of Chain Ladder Plus 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: 0.1.0
Imports: StMoMo, ChainLadder, stats, ggplot2, forecast, gridExtra, reshape2
Suggests: knitr, rmarkdown, apc, dplyr, tidyr
Published: 2022-12-14
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
In views: ActuarialScience
CRAN checks: clmplus results


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


Package source: clmplus_0.1.0.tar.gz
Windows binaries: r-prerel:, r-release:, r-oldrel:
macOS binaries: r-prerel (arm64): clmplus_0.1.0.tgz, r-release (arm64): clmplus_0.1.0.tgz, r-oldrel (arm64): clmplus_0.1.0.tgz, r-prerel (x86_64): clmplus_0.1.0.tgz, r-release (x86_64): clmplus_0.1.0.tgz
Old sources: clmplus archive


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