MW2008: Run-off claims triangle

Description Format Source Examples

Description

Cumulative claims development triangle

Format

A matrix with 9 accident years and 9 development years.

Source

Modelling the claims development result for solvency purposes. Michael Merz, Mario V. Wüthrich. Casualty Actuarial Society E-Forum, Fall 2008.

Examples

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MW2008
plot(MW2008, lattice=TRUE)

ChainLadder documentation built on May 29, 2017, 2:08 p.m.

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