Chainladder

New Features

* New implementation of the methods in David Clark's "LDF Curve
Fitting" paper in the 2003 Forum by Daniel Murphy.

- Includes LDF and CapeCod methods (functions 'ClarkLDF' and
'ClarkCapeCod', respectively)
- Programmed to handle log-logistic and weibull growth functions
- Printing an object returned by the function results in a
table similar to that on p. 65 of the paper
- Plotting such an object results in four residual plots,
including a Q-Q plot with the results of the Shapiro-Wilk
test

Bug fixes

* 'residuals.MackChainLadder': Zero weights applied to
MackChainLadder caused an error. Thanks to Ernesto Schirmacher for
reporting this bug.

New Features

* New multivariate chain ladder function 'MultiChainLadder' by Wayne
(Yanwei) Zhang <actuaryzhanguchicago.edu>
* New function 'getLatestCumulative' available. It returns for a
given triangle the most recent values for each origin period.
* New demos! Type demo(package='ChainLadder') for more information.
* Demos exist for the following topics: ChainLadder,
MackChainLadder, DatabaseExamples, MSOffice, MultiChainLadder
* New SWord example file ChainLadder_SWord_Example.doc, which
demonstrates how R code snippets can be integrated into a Word
file.
The following R command system.file("SWord",
package="ChainLadder") will show the directory of the file.


User-visible changes

* The examples in MackChainLadder and ChainLadder-package have been
shortened and demo files have been created instead.
The examples focus on the syntax of the function calls, while the
demos give more detailed information on how you might want to use
the functions in a business context.

Bug fixes

* 'plot.MunichChainLadder': The labels of the axis of the residuals
plots where the mixed up.
Thanks to Ben Escoto for reporting this issue.
* 'estimate.sigma' didn't check for sigma>0 before applying a
log-linear regression. Thanks to Dan Murphy reporting this bug.

User-visible changes

* Updated documentation to work with new Rd-file parser
(R version >= 2.9.0)
* Updated documentation for 'ABC' data (Thanks to Glen Barnett)

User-visible changes

* Updated documentation for 'MackChainLadder' (Thanks to Daniel Murphy)

User-visible changes

* 'MackChainLadder' gives two more elements back: 'Mack.ProcessRisk'
and 'Mack.ParameterRisk' for the process and parameter risk error
(Thanks to Daniel Murphy)
* In the summary output of 'MackChainLadder' the label 'CV' changed
to 'CV(IBNR)' to clarify that we show the coefficient of variance
of the IBNR.
* 'MackChainLadder' provides new example plots for CV(IBNR)
vs. origin period and CV(Ultimate) vs. origin period
* Updated documentation