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Chain Ladder Technique

Create a chain ladder model and run suite of tools

The chain ladder method is used to forecast the amount of reserves that must be established in order to cover future claims. The chain ladder method estimates the incurred but not reported claims and projects ultimate loss amounts.

Objects

chainLadder CreatechainLadderobject

Functions

ibnr Compute IBNR claims forchainLadderobject
unpaidClaims Compute unpaid claims forchainLadderobject
summary Display summary report for different claims estimates

Topics