USAA: Example paid and incurred triangle data from CAS web site.
In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance
USAA triangle R Documentation
Example paid and incurred triangle data from CAS web site.
Description
Paid and incurred triangle data from the United Services Automobile Association company for the private passenger auto liability/medical line of business.
Usage
data("USAApaid")
Format
A triangle with 10 accident years and 10 development years.
Details
The claims data comes from Schedule P - Analysis of Losses and Loss Expenses in the National Association of Insurance Commissioners (NAIC) database.
CAS obtained permission from the NAIC to make this data available to all interested researchers on the CAS website.
NAIC Schedule P contains information on claims for major personal and
commercial lines for all property-casualty insurers that write business in US.
Source
References
CAS website.
Examples
data(USAApaid)
ChainLadder documentation built on Sept. 11, 2024, 8:35 p.m.
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| USAA triangle | R Documentation |
Example paid and incurred triangle data from CAS web site.
Description
Paid and incurred triangle data from the United Services Automobile Association company for the private passenger auto liability/medical line of business.
Usage
data("USAApaid")Format
A triangle with 10 accident years and 10 development years.
Details
The claims data comes from Schedule P - Analysis of Losses and Loss Expenses in the National Association of Insurance Commissioners (NAIC) database. CAS obtained permission from the NAIC to make this data available to all interested researchers on the CAS website. NAIC Schedule P contains information on claims for major personal and commercial lines for all property-casualty insurers that write business in US.
Source
References
CAS website.
Examples
data(USAApaid)
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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