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.
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.