auto: Run off triangle of accumulated claim data

Description Usage Format Source Examples

Description

Run-off triangles of Personal Auto and Commercial Auto insurance.

Usage

1

Format

A list of three matrices, paid Personal Auto, incurred Personal Auto and paid Commercial Auto respectively.

Source

Zhang (2010). A general multivariate chain ladder model. Insurance: Mathematics and Economics, 46, pp. 588-599.

Examples

1
2

Example output

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[1] "PersonalAutoPaid"     "PersonalAutoIncurred" "CommercialAutoPaid"  

ChainLadder documentation built on Jan. 9, 2022, 5:06 p.m.