Mortgage: Run off triangle of accumulated claims data
In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance
Mortgage R Documentation
Run off triangle of accumulated claims data
Description
Development triangle of a mortgage guarantee
business
Usage
data(Mortgage)
Format
A matrix with 9 accident years and 9 development years.
Source
Competition Presented at a London Market Actuaries Dinner,
D.E.A. Sanders, 1990
References
See table 4 in:
Distribution-free Calculation of the
Standard Error of Chain Ladder Reserve Estimates, Thomas Mack, 1993,
ASTIN Bulletin 23, 213 - 225
Examples
Mortgage
Mortgage
plot(Mortgage)
plot(Mortgage, lattice=TRUE)
ChainLadder documentation built on Sept. 11, 2024, 8:35 p.m.
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| Mortgage | R Documentation |
Run off triangle of accumulated claims data
Description
Development triangle of a mortgage guarantee business
Usage
data(Mortgage)Format
A matrix with 9 accident years and 9 development years.
Source
Competition Presented at a London Market Actuaries Dinner, D.E.A. Sanders, 1990
References
See table 4 in: Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates, Thomas Mack, 1993, ASTIN Bulletin 23, 213 - 225
Examples
Mortgage
Mortgage
plot(Mortgage)
plot(Mortgage, 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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