MW2014: Run-off claims triangle

MW2014R Documentation

Run-off claims triangle

Description

Cumulative claims development triangle

Format

A matrix with 17 accident years and 17 development years.

Source

Claims Run-Off Uncertainty: The Full Picture. Michael Merz, Mario V. Wüthrich. Swiss Finance Institute Research Paper No. 14-69. https://www.ssrn.com/abstract=2524352. 2014

Examples

MW2014
plot(MW2014, lattice=TRUE)

ChainLadder documentation built on Sept. 11, 2024, 8:35 p.m.