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| Name | Modified | Size | Downloads / Week |
|---|---|---|---|
| Old_Versions | 2022-09-09 | ||
| ReadMe.txt | 2022-09-09 | 2.7 kB | |
| LSRMTools_0.91.tar.gz | 2022-03-30 | 12.0 MB | |
| LSRMTools_2.1.3.0.zip | 2022-01-11 | 9.3 MB | |
| LSRMTools.pdf | 2017-02-17 | 359.2 kB | |
| LSRM.pdf | 2015-12-04 | 287.2 kB | |
| Totals: 6 Items | 22.0 MB | 12 |
Update History:
2022 Sep 9
- Some bugfixes of the R package. Required R version set to 4.0.3.
2022 Apr 20
- Alternative implementation as R package added.
2022 Jan 11 (Build 2.1.3.0)
- Bugfix for power function for variance exposures.
2017 Feb 17 (Build 2.1.2.0)
- adaptation of default sigmas in order to prevent them from getting too large
- LSRM_Tools_Dll.xla and LSRM_Tools_ActiveX.xla: the update mechanism of the (re)calculated LSRM in 'sub LSRMInit' has been changed. A Formula in the Excel range 'LSRMName' will not be replaced by its value.
2016 Dec 23 (Build 2.1.1.2)
- Delimiters added to 64Bit Version.
- LSRM_Tools_Dll.xla and LSRM_Tools_ActiveX.xla: the update mechanism of the (re)calculated LSRM in 'sub LSRMInit' has been changed. Now all Excel cells containing LSRMTool-functions will be updated if the LSRM is referenced by the Excel name 'LSRMName'.
2016 Jun 27 (Build 2.1.1.1)
- Delimiers (decimal delimiter, formula delimiter and parameter delimiter) used in formulas to specify exposures can now be changed using the property Delimiters.
Moreover, a check if the reginonal settings go along with the standard delimiters (dot, simicolon and comma) has been added to the xla files.
2015 Nov 20 (Build 2.0.0.5)
- Add a 64bit version of the dlls. Note, they have not been tested very much up to now (because I dont have a 64bit version of Excel; but I got responds from others that the 64bit versions work for them).
2015 Aug 31 (Build 2.0.0.4)
- Tail approximation has been changed (approximation of formula (4.6) of the LSRM paper)
- Since the tail solvency uncertainty may be larger than the corresponding ultimate uncertainty we introduced the calculation flag LSRMUseMSEPifTailCDRisLarger, which allows to limit the tail solvency uncertainty to the ultimate uncertainty.
This flag has been added to the Excel interfaces, too.
- The documentation has been adapted accordently.
2015 Mrz 06 (Build 2.0.0.3)
- Excel Add-Ins: Fixed a Bug so that the Dll version of the Excel Add-Inn works under older Excel versions, too.
- Add an Excel tutorium to create a Chain-Ladder-Method step by step:
LSRM_StepbyStep_ChainLadder_ActiveX.xlsx and LSRM_StepbyStep_ChainLadder_Dll.xlsx
2015 Jan 26 (Build 2.0.0.3)
- Binaries: Bugs in Function Inc and Vectors (formula specification of exposures) fixed.
2014 Dez 18:
- Binaries: Some bugs have been fixed. Most of them are minor, except one which made it impossible to deal with more then one LSRM simultaneously.
- Excel Add-Ins: Some small bugs have been fixed and the check of all parameters have been added to each function.