{ "_id": "6af70510535793c85332c0ac", "Package": "baggingReserve", "Title": "Bagging and Regression Trees for Individual Claims Reserving", "Version": "0.2.0", "Authors@R": "c(\nperson(\"Jan\", \"Janoušek\", email = \"janousek@karlin.mff.cuni.cz\",\nrole = c(\"aut\", \"cre\"), comment = c(ORCID = \"0009-0007-3731-4416\")),\nperson(\"Michal\", \"Pešta\", email = \"pesta@karlin.mff.cuni.cz\", role = \"aut\",\ncomment = c(ORCID = \"0000-0001-5311-0797\")))", "Description": "Claim-level (individual) loss reserving in non-life\ninsurance, and the means to check claim-level reserves against\nthe payments that followed. A data contract turns a table of\nclaims and a table of payment transactions into a\nclaim-by-development-year panel at a valuation date; a\nrecursion engine completes the payment history of every\nreported claim one development year ahead, with plugged-in\nmeans or simulated payments, for regression trees, their\nbootstrap aggregation (bagging) and user-supplied learners;\npayments for incurred-but-not-reported claims are added from\nchain-ladder claim counts and the average predicted payment per\ndevelopment year; and back-tests score a prediction and a\nreference method such as the chain ladder against realised\npayments by calendar year and component. The default estimator\nis the method of Janoušek and Pešta (2025)\n, one regression tree per\ndevelopment year with bagging for replicate predictions, whose\nspread describes the bootstrap resampling variation of the\npredictions of (by default unpruned) trees, and an out-of-bag\ndiagnostic of the one-year regressions; for totals beyond next\nyear simulated instead of plugged-in completion is recommended.\nShips a reproducible synthetic individual-claims dataset\ngenerated with the individual claims simulator of Wang and\nWüthrich, built on 'SynthETIC'.", "License": "GPL (>= 3)", "URL": "https://github.com/HeirOfIsildur/baggingReserve", "BugReports": "https://github.com/HeirOfIsildur/baggingReserve/issues", "Config/testthat/edition": "3", "VignetteBuilder": "knitr, R.rsp", "Encoding": "UTF-8", "LazyData": "true", "LazyDataCompression": "xz", "Roxygen": "list(markdown = TRUE)", "Config/roxygen2/version": "8.1.0", "Repository": "https://heirofisildur.r-universe.dev", "Date/Publication": "2026-10-25 09:26:42 UTC", "RemoteUrl": "https://github.com/heirofisildur/baggingreserve", "RemoteRef": "HEAD", "RemoteSha": "a857165fa3839a68db512c28aa0fe2fd436b9078", "NeedsCompilation": "no", "Packaged": { "Date": "2026-11-13 12:34:24 UTC", "User": "root" }, "Author": "Jan Janoušek [aut, cre] (ORCID:\n),\nMichal Pešta [aut] (ORCID: )", "Maintainer": "Jan Janoušek ", "_user": "heirofisildur", "_type": "src", "_file": "baggingReserve_0.2.0.tar.gz", "_fileid": "https://r2.ropensci.org/dfaba6b2e0588ca05e194af26a7050f35b333129ff19eb23aadaac1da93c565c", "_filesize": 2372012, "_sha256": "dfaba6b2e0588ca05e194af26a7050f35b333129ff19eb23aadaac1da93c565c", "_expires": "2027-02-21T12:39:43.000Z", "_created": "2026-11-13T12:34:24.000Z", "_published": "2026-11-13T12:39:44.776Z", "_upstream": "https://github.com/heirofisildur/baggingreserve", "_status": "success", "_maintainer": { "name": "Jan Janoušek", "email": "janousek@karlin.mff.cuni.cz", "orcid": "0009-0007-3731-4416" }, "_jobs": [ { "job": 131888686308, "time": 169, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "14037701926" }, { "job": 131888686539, "time": 190, "config": "linux-release-x86_64", "r": "4.6.2", "check": "OK", "artifact": "14036653018" }, { "job": 131888686429, "time": 225, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "14036847932" }, { "job": 131888686382, "time": 212, "config": "macos-release-arm64", "r": "4.6.2", "check": "OK", "artifact": "14038356724" }, { "job": 131887055698, "time": 204, "config": "source", "r": "4.6.2", "check": "OK", "artifact": "14037881234" }, { "job": 131888686333, "time": 125, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "14037556567" }, { "job": 131888686416, "time": 260, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "14038067000" }, { "job": 131888686371, "time": 192, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "14037187438" }, { "job": 131888686372, "time": 245, "config": "windows-release-x86_64", "r": "4.6.2", "check": "OK", "artifact": "14038146736" } ], "_buildurl": "https://github.com/r-universe/heirofisildur/actions/runs/43425849512", "_commit": { "id": "a857165fa3839a68db512c28aa0fe2fd436b9078", "author": "honza ", "committer": "honza ", "message": "baggingReserve 0.2.0\n\nLearner interface (learner =, two_part_learner()), simulated completion\n(completion = \"draw\"), claim-level reserves (claim_reserves()), a stricter\nbacktest() (reference_component, compatibility checks, observed_to, IBNR\nclaim counts, the panel's chronology and column mapping), validated learner\noutputs, labels of variability, and input checks. Results of 0.1.1 are\nunchanged. The JSS manuscript ships as the PDF vignette baggingReserve-jss\nwith its knitr source in inst/manuscript/. See NEWS.md.\n", "time": 1792920402 }, "_distro": "resolute", "_host": "GitHub-Actions", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1", "role": "Depends" }, { "package": "codetools", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "parallel", "role": "Imports" }, { "package": "rpart", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "ChainLadder", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "R.rsp", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "heirofisildur", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-42", "n": 4 }, { "week": "2026-43", "n": 1 } ], "_tags": [ { "name": "v0.1.1", "date": "2026-10-16" } ], "_topics": [ "actuarial-science", "bagging", "claims-reserving", "ibnr", "insurance", "regression-trees" ], "_stars": 0, "_contributors": [ { "user": "heirofisildur", "count": 5, "uuid": 39276091 } ], "_userbio": { "uuid": 39276091, "type": "user", "name": "Jan Janoušek", "followers": 3 }, "_downloads": { "count": 0, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/baggingReserve" }, "_devurl": "https://github.com/heirofisildur/baggingreserve", "_searchresults": 2, "_rbuild": "4.6.2", "_assets": [ "extra/baggingReserve.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md" ], "_homeurl": "https://github.com/heirofisildur/baggingreserve", "_realowner": "heirofisildur", "_cranurl": true, "_releases": [ { "version": "0.2.0", "date": "2026-11-12" } ], "_exports": [ "as_triangle", "backtest", "bag_reserve", "calendar_year_payments", "chain_ladder", "chain_ladder_calendar", "claim_counts", "claim_reserves", "claims_panel", "ibnr_reserve", "oob_score", "reserve_tree", "two_part_learner" ], "_datasets": [ { "name": "synthetic_claims", "title": "Synthetic individual claims observed at the reserving date", "object": "synthetic_claims", "class": [ "data.frame" ], "fields": [ "Id", "Type", "Age", "AccDate", "AccYear", "AccWeekday", "RepDate", "RepYear", "RepDelDays", "SetYear", "SetDel", "Status", "CumPaid", "RepDel" ], "rows": 71117, "table": true, "tojson": true }, { "name": "synthetic_claims_full", "title": "Synthetic individual claims: the generated truth", "object": "synthetic_claims_full", "class": [ "data.frame" ], "fields": [ "Id", "Type", "Age", "AccDate", "AccYear", "AccWeekday", "RepDate", "RepYear", "RepDelDays", "SetYear", "SetDel", "Ultimate", "PayCount", "ReopenInd", "RepDel" ], "rows": 73705, "table": true, "tojson": true }, { "name": "synthetic_payments", "title": "Synthetic claim payments observed at the reserving date", "object": "synthetic_payments", "class": [ "data.frame" ], "fields": [ "Id", "EventId", "EventYear", "Paid", "PayInd", "OpenInd" ], "rows": 85506, "table": true, "tojson": true }, { "name": "synthetic_payments_full", "title": "Synthetic claim payments: the generated truth", "object": "synthetic_payments_full", "class": [ "data.frame" ], "fields": [ "Id", "EventId", "EventYear", "Paid", "PayInd", "OpenInd" ], "rows": 100614, "table": true, "tojson": true } ], "_help": [ { "page": "as_triangle", "title": "Run-off triangles of a claims panel or a reserve prediction", "topics": [ "as_triangle", "as_triangle.chain_ladder", "as_triangle.claims_panel", "as_triangle.reserve_prediction", "claim_counts", "print.reserve_triangle" ] }, { "page": "as.data.frame.reserve_prediction", "title": "Data frames of predictions and back-tests", "topics": [ "as.data.frame.reserve_backtest", "as.data.frame.reserve_prediction" ] }, { "page": "backtest", "title": "Back-test a reserve prediction against realised payments", "topics": [ "backtest" ] }, { "page": "bag_reserve", "title": "Fit bootstrap regression trees and complete reserve replicates", "topics": [ "bag_reserve", "summary.bag_reserve" ] }, { "page": "calendar_year_payments", "title": "Payments by future calendar year", "topics": [ "calendar_year_payments", "calendar_year_payments.default", "calendar_year_payments.reserve_prediction" ] }, { "page": "calendar_year_payments.chain_ladder", "title": "Future payments of a chain-ladder projection by calendar year", "topics": [ "calendar_year_payments.chain_ladder" ] }, { "page": "chain_ladder", "title": "Chain-ladder projection of a run-off triangle", "topics": [ "chain_ladder" ] }, { "page": "claim_reserves", "title": "Reserves of the individual reported claims", "topics": [ "claim_reserves" ] }, { "page": "claims_panel", "title": "Build a claim-by-development panel from individual claims and payments", "topics": [ "as.data.frame.claims_panel", "claims_panel", "summary.claims_panel" ] }, { "page": "ibnr_reserve", "title": "Payments of the claims incurred but not reported", "topics": [ "ibnr_reserve" ] }, { "page": "oob_score", "title": "Out-of-bag diagnostics of a bagged fit", "topics": [ "oob_score" ] }, { "page": "plot.bag_reserve", "title": "Plot the out-of-bag scores of a bagged fit", "topics": [ "plot.bag_reserve" ] }, { "page": "plot.reserve_prediction", "title": "Plot a reserve prediction", "topics": [ "plot.reserve_prediction" ] }, { "page": "plot.reserve_tree", "title": "Plot the tree of one development year of a fit", "topics": [ "plot.reserve_tree" ] }, { "page": "predict.bag_reserve", "title": "Predictions of a bagged fit", "topics": [ "predict.bag_reserve" ] }, { "page": "predict.reserve_tree", "title": "Predicted future payments of the reported claims", "topics": [ "predict.reserve_tree", "reserve_prediction" ] }, { "page": "reserve_tree", "title": "Fit one regression tree per development year", "topics": [ "reserve_tree", "summary.reserve_tree" ] }, { "page": "summary.reserve_prediction", "title": "Summarise a reserve prediction over its replicates", 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