Multivariate Regression Models for Reserving

Non-life runoff reserves may be analyzed using linear models. This generalizes the special cases of multiplicative chain ladder and the additive model. In addition, the package provides visual and statistical diagnostics to assess the quality of modeled link ratios.


MRMR

Multivariate Regression Model for Reserving

MRMR has code to support analysis of property/casualty loss reserves and visual presentation of liability data. The focus is on the use of linear models (generalized and OLS) for modeling. At a future date, we expect to add support for database I/O for sample data and model results.

News

  • Corrected error in summary method of TriangleModel object.
  • CRAN submission

Reference manual

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install.packages("MRMR")

0.1.4 by Brian A. Fannin, a year ago


Browse source code at https://github.com/cran/MRMR


Authors: Brian A. Fannin


Documentation:   PDF Manual  


GPL (>= 2) license


Imports reshape2, ggplot2, stats, lmtest, methods, plyr

Depends on lubridate

Suggests testthat, mondate


See at CRAN