Title: Robust Loss Development Using MCMC
Description: Loss Development for Insurance Triangles
Author: Christopher W. Laws, Frank A. Schmid
Maintainer: Christopher W. Laws
Diff between lossDev versions 0.9.3 dated 2010-07-06 and 0.9.4 dated 2010-08-31
DESCRIPTION | 6
R/AnnualAggLossDevModelInput.R | 1
R/AnnualAggLossDevModelOutput.R | 183
R/AnnualAggLossDevModelOutputWithZeros.R | 33
R/BreakAnnualAggLossDevModelInput.R | 2
R/BreakAnnualAggLossDevModelOutput.R | 28
R/LossDevModelInput.R | 3
R/LossDevModelOutput.R | 1
R/StandardAnnualAggLossDevModelInput.R | 2
R/StandardAnnualAggLossDevModelOutput.R | 18
inst/doc/Rplots.pdf |429380 +++++-----
inst/doc/charts/lossDev-breakAutoregressiveParameter.eps |18466
inst/doc/charts/lossDev-breakAutoregressiveParameter.pdf |18894
inst/doc/charts/lossDev-breakCalendarYearEffect.eps | 42
inst/doc/charts/lossDev-breakCalendarYearEffect.pdf | 78
inst/doc/charts/lossDev-breakCalendarYearEffectErrors.eps | 90
inst/doc/charts/lossDev-breakCalendarYearEffectErrors.pdf | 124
inst/doc/charts/lossDev-breakCalendarYearEffectErrorsAR1WithAR1.eps | 88
inst/doc/charts/lossDev-breakCalendarYearEffectErrorsAR1WithAR1.pdf | 135
inst/doc/charts/lossDev-breakConsumptionPath.eps | 162
inst/doc/charts/lossDev-breakConsumptionPath.pdf | 152
inst/doc/charts/lossDev-breakFirstYearInNewRegime.eps | 6
inst/doc/charts/lossDev-breakFirstYearInNewRegime.pdf | 49
inst/doc/charts/lossDev-breakNumberOfKnots.eps | 24
inst/doc/charts/lossDev-breakNumberOfKnots.pdf | 70
inst/doc/charts/lossDev-breakPredictedInc.eps | 1206
inst/doc/charts/lossDev-breakPredictedInc.pdf | 1244
inst/doc/charts/lossDev-breakPredictedIncWithZeros.eps | 1208
inst/doc/charts/lossDev-breakPredictedIncWithZeros.pdf | 1257
inst/doc/charts/lossDev-breakRateOfDecay.eps | 538
inst/doc/charts/lossDev-breakRateOfDecay.pdf | 536
inst/doc/charts/lossDev-breakResiDevYearStandardized.eps | 442
inst/doc/charts/lossDev-breakResiDevYearStandardized.pdf | 436
inst/doc/charts/lossDev-breakResiDevYearUnStandardized.eps | 432
inst/doc/charts/lossDev-breakResiDevYearUnStandardized.pdf | 432
inst/doc/charts/lossDev-breakSkew.eps |18515
inst/doc/charts/lossDev-breakSkew.pdf |18907
inst/doc/charts/lossDev-breakfinalCumulativeDiff.eps | 492
inst/doc/charts/lossDev-breakfinalCumulativeDiff.pdf | 840
inst/doc/charts/lossDev-plotBreakConsumptionPathTracePostBreak.eps |53414 -
inst/doc/charts/lossDev-plotBreakConsumptionPathTracePostBreak.pdf |54123 -
inst/doc/charts/lossDev-plotBreakConsumptionPathTracePreBreak.eps |53378 -
inst/doc/charts/lossDev-plotBreakConsumptionPathTracePreBreak.pdf |54146 -
inst/doc/charts/lossDev-plotStandardConsumptionPathTrace.eps |52695 -
inst/doc/charts/lossDev-plotStandardConsumptionPathTrace.pdf |54101 -
inst/doc/charts/lossDev-plotStandardexposureGrowthTrace.eps |52927 -
inst/doc/charts/lossDev-plotStandardexposureGrowthTrace.pdf |54120 -
inst/doc/charts/lossDev-standardCalendarYearEffect.eps | 98
inst/doc/charts/lossDev-standardCalendarYearEffect.pdf | 140
inst/doc/charts/lossDev-standardCalendarYearEffectErrors.eps | 76
inst/doc/charts/lossDev-standardCalendarYearEffectErrors.pdf | 108
inst/doc/charts/lossDev-standardConsumptionPath.eps | 84
inst/doc/charts/lossDev-standardConsumptionPath.pdf | 100
inst/doc/charts/lossDev-standardDegreesOfFreedom.eps |18519
inst/doc/charts/lossDev-standardDegreesOfFreedom.pdf |18900
inst/doc/charts/lossDev-standardExposureYearGrowth.eps | 58
inst/doc/charts/lossDev-standardExposureYearGrowth.pdf | 98
inst/doc/charts/lossDev-standardNumberOfKnots.eps | 49
inst/doc/charts/lossDev-standardNumberOfKnots.pdf | 82
inst/doc/charts/lossDev-standardPredictedCumul.eps | 338
inst/doc/charts/lossDev-standardPredictedCumul.pdf | 390
inst/doc/charts/lossDev-standardPredictedInc.eps | 468
inst/doc/charts/lossDev-standardPredictedInc.pdf | 500
inst/doc/charts/lossDev-standardQQ.eps | 340
inst/doc/charts/lossDev-standardQQ.pdf | 382
inst/doc/charts/lossDev-standardRateOfDecay.eps | 82
inst/doc/charts/lossDev-standardRateOfDecay.pdf | 96
inst/doc/charts/lossDev-standardResiByCalYear.eps | 190
inst/doc/charts/lossDev-standardResiByCalYear.pdf | 204
inst/doc/charts/lossDev-standardResiByDevYear.eps | 190
inst/doc/charts/lossDev-standardResiByDevYear.pdf | 204
inst/doc/charts/lossDev-standardResiByExpYear.eps | 190
inst/doc/charts/lossDev-standardResiByExpYear.pdf | 204
inst/doc/charts/lossDev-standardSTDvsDev.eps | 84
inst/doc/charts/lossDev-standardSTDvsDev.pdf | 116
inst/doc/charts/lossDev-standardSkew.eps |18526
inst/doc/charts/lossDev-standardSkew.pdf |18876
inst/doc/charts/lossDev-standardStochInflation.eps | 246
inst/doc/charts/lossDev-standardStochInflation.pdf | 294
inst/doc/charts/lossDev-standardStochInflationRhoParameter.eps |18463
inst/doc/charts/lossDev-standardStochInflationRhoParameter.pdf |18882
inst/doc/charts/lossDev-standardStochInflationStationaryMean.eps |18147
inst/doc/charts/lossDev-standardStochInflationStationaryMean.pdf |18502
inst/doc/charts/lossDev-standardfinalCumulativeDiff.eps | 280
inst/doc/charts/lossDev-standardfinalCumulativeDiff.pdf | 486
inst/doc/charts/lossDev-zeroPayments5050.eps |18418
inst/doc/charts/lossDev-zeroPayments5050.pdf |18520
inst/doc/charts/lossDev-zeroPaymentsCurve.eps | 418
inst/doc/charts/lossDev-zeroPaymentsCurve.pdf | 469
inst/doc/charts/lossDev-zeroPaymentsScale.eps |18338
inst/doc/charts/lossDev-zeroPaymentsScale.pdf |18521
inst/doc/lossDev.Rnw | 2
inst/doc/lossDev.pdf |binary
man/AnnualAggLossDevModelOutputWithZeros-class.Rd | 6
man/BreakAnnualAggLossDevModelInput-class.Rd | 4
man/BreakAnnualAggLossDevModelOutputWithZeros-class.Rd | 4
man/QQPlot,AnnualAggLossDevModelOutput-method.Rd | 4
man/QQPlot.Rd | 5
man/StandardAnnualAggLossDevModelInput-class.Rd | 4
man/StandardAnnualAggLossDevModelOutputWithZeros-class.Rd | 4
man/autoregressiveParameter,AnnualAggLossDevModelOutput-method.Rd | 8
man/autoregressiveParameter.Rd | 9
man/calendarYearEffect,AnnualAggLossDevModelOutput-method.Rd | 10
man/calendarYearEffect.Rd | 11
man/calendarYearEffectAutoregressiveParameter,AnnualAggLossDevModelOutput-method.Rd | 8
man/calendarYearEffectAutoregressiveParameter.Rd | 9
man/calendarYearEffectErrorTracePlot,AnnualAggLossDevModelOutput-method.Rd | 4
man/calendarYearEffectErrorTracePlot.Rd | 5
man/calendarYearEffectErrors,AnnualAggLossDevModelOutput-method.Rd | 10
man/calendarYearEffectErrors.Rd | 11
man/consumptionPath,BreakAnnualAggLossDevModelOutput-method.Rd | 4
man/consumptionPath,StandardAnnualAggLossDevModelOutput-method.Rd | 4
man/consumptionPath.Rd | 7
man/consumptionPathTracePlot,BreakAnnualAggLossDevModelOutput-method.Rd | 4
man/consumptionPathTracePlot,StandardAnnualAggLossDevModelOutput-method.Rd | 4
man/consumptionPathTracePlot.Rd | 5
man/degreesOfFreedom.Rd | 1
man/exposureGrowth,AnnualAggLossDevModelOutput-method.Rd | 4
man/exposureGrowth.Rd | 5
man/exposureGrowthAutoregressiveParameter.Rd | 1
man/exposureGrowthTracePlot,AnnualAggLossDevModelOutput-method.Rd | 4
man/exposureGrowthTracePlot.Rd | 5
man/finalCumulativeDiff,AnnualAggLossDevModelOutputWithZeros-method.Rd | 6
man/finalCumulativeDiff.Rd | 1
man/firstYearInNewRegime,BreakAnnualAggLossDevModelOutput-method.Rd | 4
man/firstYearInNewRegime.Rd | 5
man/firstYearInNewRegimeTracePlot,BreakAnnualAggLossDevModelOutput-method.Rd | 4
man/firstYearInNewRegimeTracePlot.Rd | 5
man/getJagsData.Rd | 1
man/getJagsInits.Rd | 1
man/getModelOutputNodes.Rd | 1
man/getTriDim.Rd | 1
man/gompertzParameters,AnnualAggLossDevModelOutputWithZeros-method.Rd | 1
man/gompertzParameters.Rd | 1
man/lossDevelopmentFactors,AnnualAggLossDevModelOutput-method.Rd | 4
man/lossDevelopmentFactors.Rd | 5
man/mcmcACF,BreakAnnualAggLossDevModelOutput-method.Rd | 4
man/mcmcACF,StandardAnnualAggLossDevModelOutput-method.Rd | 4
man/mcmcACF.Rd | 5
man/meanExposureGrowth.Rd | 1
man/numberOfKnots,BreakAnnualAggLossDevModelOutput-method.Rd | 6
man/numberOfKnots,StandardAnnualAggLossDevModelOutput-method.Rd | 6
man/numberOfKnots.Rd | 7
man/predictedPayments,AnnualAggLossDevModelOutputWithZeros-method.Rd | 4
man/predictedPayments.Rd | 1
man/probablityOfPayment.Rd | 1
man/rateOfDecay,BreakAnnualAggLossDevModelOutput-method.Rd | 6
man/rateOfDecay,StandardAnnualAggLossDevModelOutput-method.Rd | 6
man/rateOfDecay.Rd | 9
man/rateOfDecayTracePlot,BreakAnnualAggLossDevModelOutput-method.Rd | 4
man/rateOfDecayTracePlot,StandardAnnualAggLossDevModelOutput-method.Rd | 4
man/rateOfDecayTracePlot.Rd | 5
man/runLossDevModel.Rd | 1
man/scaleParameter.Rd | 1
man/skewnessParameter.Rd | 1
man/standardDeviationForScaleInnovation,AnnualAggLossDevModelOutput-method.Rd | 6
man/standardDeviationForScaleInnovation.Rd | 5
man/standardDeviationOfCalendarYearEffect,AnnualAggLossDevModelOutput-method.Rd | 8
man/standardDeviationOfCalendarYearEffect.Rd | 9
man/standardDeviationOfExposureGrowth,AnnualAggLossDevModelOutput-method.Rd | 6
man/standardDeviationOfExposureGrowth.Rd | 1
man/standardDeviationVsDevelopmentTime.Rd | 1
man/stochasticInflation,AnnualAggLossDevModelOutput-method.Rd | 6
man/stochasticInflation.Rd | 7
man/stochasticInflationRhoParameter,AnnualAggLossDevModelOutput-method.Rd | 6
man/stochasticInflationRhoParameter.Rd | 7
man/stochasticInflationStationaryMean,AnnualAggLossDevModelOutput-method.Rd | 6
man/stochasticInflationStationaryMean.Rd | 7
man/tailFactor,BreakAnnualAggLossDevModelOutput-method.Rd | 4
man/tailFactor,BreakAnnualAggLossDevModelOutputWithZeros-method.Rd | 10
man/tailFactor,StandardAnnualAggLossDevModelOutput-method.Rd | 4
man/tailFactor,StandardAnnualAggLossDevModelOutputWithZeros-method.Rd | 10
man/tailFactor.Rd | 5
man/triResi,AnnualAggLossDevModelOutput-method.Rd | 4
man/triResi.Rd | 5
src/Makevars.win | 98
src/distributions/DSpline.cpp | 684
src/distributions/DSpline.h | 446
src/samplers/ExpandableArray.cpp | 142
src/samplers/ExpandableArray.h | 94
src/samplers/Knots.cpp | 1280
src/samplers/Knots.h | 266
src/samplers/RJumpSpline.cpp | 1548
src/samplers/RJumpSpline.h | 378
src/samplers/RJumpSplineFactory.cpp | 272
src/samplers/RJumpSplineFactory.h | 130
src/samplers/lapack.h | 180
187 files changed, 589478 insertions(+), 589541 deletions(-)
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