Statistical Methods and Models for Claims Reserving in General Insurance

Various statistical methods and models which are typically used for the estimation of outstanding claims reserves in general insurance, including those to estimate the claims development result as required under Solvency II.

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ChainLadder is an R package providing methods and models which are typically used in insurance claims reserving, including:

  • Mack chain-ladder, Munich chain-ladder and Bootstrap models
  • General multivariate chain ladder-models
  • Loss development factor fitting and Cape Cod models
  • Generalized linear models
  • One year claims development result functions
  • Utility functions to:
    • convert tables into triangles and triangles into tables
    • convert cumulative into incremental and incremental into cumulative triangles
    • visualise triangles

David Hindley has created a Shiny App, which provides and interface to many of the ChainLadder package functions to accompany his book on Claims Reserving in General Insurance.


You can install the stable version from CRAN:

install.packages('ChainLadder', dependencies = TRUE)

To install the current development version from github you need the devtools package and the other packages on which ChainLadder depends and links to:

install.packages(c("actuar", "cplm", "grid", "ggplot2", "knitr", "lattice", "Matrix", "MASS", "rmarkdown", "RUnit", "systemfit",  "statmod", "tweedie"))

To install ChainLadder run:




See the ChainLadder package vignette for more details.


To cite package 'ChainLadder' in publications see the output of:


See also:

Markus Gesmann. Claims Reserving and IBNR. Computational Actuarial Science with R. 2014. Chapman and Hall/CRC


This package is free and open source software, licensed under GPL.

Creative Commons Licence
ChainLadder documentation is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.


See NEWS package vignette

Reference manual

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0.2.15 by Markus Gesmann, 15 days ago,

Report a bug at

Browse source code at

Authors: Markus Gesmann [aut, cre] , Daniel Murphy [aut] , Yanwei (Wayne) Zhang [aut] , Alessandro Carrato [aut] , Giuseppe Crupi [ctb] , Christophe Dutang [ctb] , Arnaud Lacoume [ctb] , Arthur Charpentier [ctb] , Mario Wuthrich [aut] , Fabio Concina [aut] , Eric Dal Moro [aut] , Yuriy Krvavych [ctb] , Vincent Goulet [ctb] , Marco De Virgilis [ctb]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Imports Matrix, actuar, methods, stats, lattice, grid, tweedie, utils, systemfit, statmod, cplm, ggplot2, MASS

Suggests RUnit, knitr, rmarkdown

Imported by apc.

Suggested by SPLICE, SynthETIC, raw.

See at CRAN