(MRMR) Multivariate Regression Model for Reserving
Introduction
MRMR is an R package for use in evaluating non-life insurance reserves. It is designed to support analysis of property/casualty loss reserves and visual presentation of liability data. The focus is on the use of linear models (generalized and OLS) for modeling. Support for multilevel models is underway.
About the Author
Brian Fannin, Chief Actuary, The Redwoods Group, moc.puorgsdoowder|ninnaFB#moc.puorgsdoowder|ninnaFB
An actuary who loves open source tools and publicly available data, who also loves sharing ideas and the democratization of knowledge. You can visit his Blog here.
R Package
At present, the MRMR R Package may be obtained as a tarball from its GitHub development site.
S4 Classes and Functions
Usage Example
How to do Loss Reserving with MRMR
What is the theory behind this R package
page revision: 10, last edited: 01 Aug 2014 15:12