Bagging and Regression Trees for Individual Claims Reserving

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Documentation for package ‘baggingReserve’ version 0.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

as.data.frame.claims_panel	Build a claim-by-development panel from individual claims and payments
as.data.frame.reserve_backtest	Data frames of predictions and back-tests
as.data.frame.reserve_prediction	Data frames of predictions and back-tests
as_triangle	Run-off triangles of a claims panel or a reserve prediction
as_triangle.chain_ladder	Run-off triangles of a claims panel or a reserve prediction
as_triangle.claims_panel	Run-off triangles of a claims panel or a reserve prediction
as_triangle.reserve_prediction	Run-off triangles of a claims panel or a reserve prediction
backtest	Back-test a reserve prediction against realised payments
bag_reserve	Fit bootstrap regression trees and complete reserve replicates
calendar_year_payments	Payments by future calendar year
calendar_year_payments.chain_ladder	Future payments of a chain-ladder projection by calendar year
calendar_year_payments.default	Payments by future calendar year
calendar_year_payments.reserve_prediction	Payments by future calendar year
chain_ladder	Chain-ladder projection of a run-off triangle
claims_panel	Build a claim-by-development panel from individual claims and payments
claim_counts	Run-off triangles of a claims panel or a reserve prediction
claim_reserves	Reserves of the individual reported claims
ibnr_reserve	Payments of the claims incurred but not reported
oob_score	Out-of-bag diagnostics of a bagged fit
plot.bag_reserve	Plot the out-of-bag scores of a bagged fit
plot.reserve_prediction	Plot a reserve prediction
plot.reserve_tree	Plot the tree of one development year of a fit
predict.bag_reserve	Predictions of a bagged fit
predict.reserve_tree	Predicted future payments of the reported claims
print.reserve_triangle	Run-off triangles of a claims panel or a reserve prediction
reserve_prediction	Predicted future payments of the reported claims
reserve_tree	Fit one regression tree per development year
summary.bag_reserve	Fit bootstrap regression trees and complete reserve replicates
summary.claims_panel	Build a claim-by-development panel from individual claims and payments
summary.reserve_prediction	Summarise a reserve prediction over its replicates
summary.reserve_tree	Fit one regression tree per development year
synthetic_claims	Synthetic individual claims observed at the reserving date
synthetic_claims_full	Synthetic individual claims: the generated truth
synthetic_payments	Synthetic claim payments observed at the reserving date
synthetic_payments_full	Synthetic claim payments: the generated truth
two_part_learner	A two-part learner: whether a claim pays, and how much