M3IR5: Run off triangle of claims data

Description Usage Format Source Examples

Description

Run off triangle of simulated incremental claims data

Usage

1

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

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ChainLadder documentation built on Jan. 9, 2022, 5:06 p.m.