IncrementalGeneralLiablityTriangle: An and example of an incremental incurred loss triangle.
In BALD: Robust Loss Development Using MCMC
Description
Usage
Details
References
Description
An and example of an incremental incurred loss triangle.
Usage
1
Details
Rows pertain to accident years; and columns pertain to development years.
For this triangle accident years range from 1981 to 1990 and development years range from 1 to 10.
The triangle contains incurred incrementals of Automatic Facultative business in General Liability (excluding Asbestos & Environmental).
References
Historical Loss Development Study, 1991 edition, published by the Reinsurance Association of America (RAA),
page 96. Quoted from, Thomas Mack (1995),
"Which Stochastic Model is Underlying the Chain Ladder Method," Casualty Actuarial Society Forum, Fall 1995, pp. 229-240,
http://www.casact.org/pubs/forum/95fforum/95ff229.pdf.
BALD documentation built on May 2, 2019, 6:51 a.m.
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Description Usage Details References
Description
An and example of an incremental incurred loss triangle.
Usage
1 |
Details
Rows pertain to accident years; and columns pertain to development years. For this triangle accident years range from 1981 to 1990 and development years range from 1 to 10.
The triangle contains incurred incrementals of Automatic Facultative business in General Liability (excluding Asbestos & Environmental).
References
Historical Loss Development Study, 1991 edition, published by the Reinsurance Association of America (RAA), page 96. Quoted from, Thomas Mack (1995), "Which Stochastic Model is Underlying the Chain Ladder Method," Casualty Actuarial Society Forum, Fall 1995, pp. 229-240, http://www.casact.org/pubs/forum/95fforum/95ff229.pdf.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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