M3IR5: Run off triangle of claims data
In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance
M3IR5 R Documentation
Run off triangle of claims data
Description
Run off triangle of simulated incremental claims data
Usage
data(M3IR5)
Format
A matrix with simulated incremental claims of 14 accident years and 14 development years.
Source
Appendix A7 in
B. Zehnwirth. Probabilistic Development Factor Models
with Applications to Loss Reserve Variability, Prediction
Intervals, and Risk Based Capital. Casualty Actuarial
Science Forum. Spring 1994. Vol. 2.
Examples
M3IR5
plot(M3IR5)
plot(incr2cum(M3IR5), lattice=TRUE)
ChainLadder documentation built on Sept. 11, 2024, 8:35 p.m.
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| M3IR5 | R Documentation |
Run off triangle of claims data
Description
Run off triangle of simulated incremental claims data
Usage
data(M3IR5)Format
A matrix with simulated incremental claims of 14 accident years and 14 development years.
Source
Appendix A7 in B. Zehnwirth. Probabilistic Development Factor Models with Applications to Loss Reserve Variability, Prediction Intervals, and Risk Based Capital. Casualty Actuarial Science Forum. Spring 1994. Vol. 2.
Examples
M3IR5
plot(M3IR5)
plot(incr2cum(M3IR5), lattice=TRUE)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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