Chainladder

Latest version: v0.8.24

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0.1.7

Changes

* The glmReserve function currently doesn't allow the parameter var.power
to be set to NULL, which would have called the cpglm function of the
cplm package. The cplm package is due to dependency issues with lme4
no longer available via CRAN.

0.1.6

New Features

* A new function, CLFMdelta, finds the value of
delta such that the model coefficients resulting from
the 'chainladder' function with that value for argument delta are
consistent with an input vector of 'selected' age-to-age factors,
subject to restrictions on the 'selected' factors relative to
the input 'Triangle'. See the paper
"A Family of Chain-Ladder Factor Models for Selected Link Ratios"
by Bardis, Majidi, Murphy, Variance Journal

* A new 'coef' method returns the age-to-age factor coefficients of
the regression models estimated by the 'chainladder' function.

* Exports a function "LRfunction" that calculates a Triangle's
link ratio function and can be used to plot the space of
"reasonable link ratio selections" per the CLFM paper.

Changes

* Removed some package dependencies in DESCRIPTION and moved them
to Imports.

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