ProfileLadder

CRAN Version

Overview

The package provides nonparametric, functional-based methods for claims reserving based on aggregated chain-ladder data also known as the run-off triangles. The package implements three estimation/prediction algorithms (PARALLAX, REACT, and MACRAME) and the permutation bootstrap add-on proposed in Maciak, Mizera, and Pešta (2022).

Installation

The ProfileLadder package can be downloaded from CRAN in installed in R by using

```r install.packages(“MyPackage”)