RAA: Run off triangle of accumulated claims data
In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance
RAA R Documentation
Run off triangle of accumulated claims data
Description
Run-off triangle of Automatic Factultative business in General Liability
Usage
data(RAA)
Format
A matrix with 10 accident years and 10 development years.
Source
Historical Loss Development, Reinsurance Association of Ammerica
(RAA), 1991, p.96
References
See Also:
Which Stochastic Model is Underlying
the Chain Ladder Method?, Thomas Mack, Insurance
Mathematics and Economics, 15, 2/3, pp133-138, 1994
P.D.England and R.J.Verrall, Stochastic Claims Reserving in
General Insurance, British Actuarial Journal, Vol. 8,
pp443-544, 2002
Examples
RAA
plot(RAA)
plot(RAA, lattice=TRUE)
ChainLadder documentation built on Sept. 11, 2024, 8:35 p.m.
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| RAA | R Documentation |
Run off triangle of accumulated claims data
Description
Run-off triangle of Automatic Factultative business in General Liability
Usage
data(RAA)Format
A matrix with 10 accident years and 10 development years.
Source
Historical Loss Development, Reinsurance Association of Ammerica (RAA), 1991, p.96
References
See Also: Which Stochastic Model is Underlying the Chain Ladder Method?, Thomas Mack, Insurance Mathematics and Economics, 15, 2/3, pp133-138, 1994
P.D.England and R.J.Verrall, Stochastic Claims Reserving in General Insurance, British Actuarial Journal, Vol. 8, pp443-544, 2002
Examples
RAA
plot(RAA)
plot(RAA, 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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