liab: Run off triangle of accumulated claim data

In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance

Run off triangle of accumulated claim data

Description

Run-off triangles of General Liability and Auto Liability.

Usage

data(auto)

Format

A list of two matrices, General Liability and Auto Liability respectively.

Source

Braun C (2004). The prediction error of the chain ladder method applied to correlated run off triangles. ASTIN Bulletin 34(2): 399-423

Examples

data(liab)
names(liab)

ChainLadder documentation built on July 9, 2023, 5:12 p.m.