ChainLadder 0.2.9

• Fix to as.triangle.data.frame. The labels of origin and development period were mixed up with the move away from reshape2 to aggregate in version 0.2.8. Thanks to Edward Tasker for reporting this issue.

ChainLadder 0.2.8

• Fix to print statments to align them with the generic print methods. Thanks to Markus Senn
• Clarified how the 'weights' argument in chainladder and MackChainLadder can be used
• Removed dependency on reshape2 as it has been deprecated

ChainLadder 0.2.7

• New quantile method for 'MackChainLadder' andv function QuantileIFRS17 to estimate the IFRS 17 Risk Adjustment. Thanks to Eric Dal Moro and Yuriy Krvavych

ChainLadder 0.2.6

• New function 'triangle' to create a triangle from the given set of vectors
  of observed data. Thanks to Vincent Goulet

ChainLadder 0.2.5

• Fixed bug in Mack.S.E function when "sigma[i - 2]^2" is zero.
  Thanks to Patrick Green for reporting and fixing the issue.

ChainLadder 0.2.4

Changes

• Fixed meta information of NEWS vignette, so it will be shown as NEWS on CRAN

ChainLadder 0.2.3

Changes

• NEWS file moved into the vignette folder, to allow for RMarkdown notation
• Triangles may now have non-numeric rownames
• New as.LongTriangle function
• glmReserve "exposure" attribute may now have names
• glmReserve adds support for negative binomial GLM
• New unit tests
• Clarified warnings issued by MackChainLadder

Bug Fixes

• Fixed tail extrapolation

ChainLadder 0.2.2

• Added back functionality to estimate the index parameter for the compound Poisson model in glmReserve (now depends on package cplm). This works for both formula and bootstrap.
• Added methods resid and plot for class glmReserve (now depends on ggplot2).

ChainLadder 0.2.1

New Features

• New function PaidIncurredChain by Fabio Concina, based on the 2010 Merz & Wüthrich paper Paid-incurred chain claims reserving method
• plot.MackChainLadder and plot.BootChainLadder gained new argument 'which', allowing users to specify which sub-plot to display. Thanks to Christophe Dutang for this suggestion.

Changes

• Updated NAMESPACE file to comply with new R CMD checks in R-3.3.0
• Removed package dependencies on grDevices and Hmisc
• Expanded package vignette with new paragraph on importing spreadsheet data, a new section "Paid-Incurred Chain Model" and an added example for a full claims development picture in the "One Year Claims Development Result" section.

ChainLadder 0.2.0

New Features

• New generic function CDR to estimate the one year claims development
  result. S3 methods for the Mack and bootstrap model have been
  added already:
  • CDR.MackChainLadder to estimate the one year claims
    development result of the Mack model without tail factor,
    based papers by Merz & Wuthrich (2008, 2014)
  • CDR.BootChainLadder to estimate the one year claims
    development result of the bootstrap model, using ideas and code
    by Giuseppe Crupi.
• New function tweedieReserve to estimate reserves in a GLM framework,
  including the one year claims development result.
• Package vignette has new chapter 'One Year Claims Development
  Result'.
• New example data MW2008 and MW2014 form the Merz & Wuthrich (2008, 2014)
  papers

Changes

• Source code development moved from Google Code to GitHub:
  https://github.com/mages/ChainLadder
• as.data.frame.triangle now gives warning message when dev. period
  is a character
• Alessandro Carrato, Giuseppe Crupi and Mario Wuthrich have been
  added as authors, thanks to their major contribution to code and
  documentation
• Christophe Dutang, Arnaud Lacoume and Arthur Charpentier have been
  added as contributors, thanks to their feedback, guidance and
  code contribution