NtriangleDCL: Number of reported claims (DCL example)

In DCL: Claims Reserving under the Double Chain Ladder Model

Number of reported claims (DCL example)

Description

Real motor data from a major insurer. It is a yearly run-off (incremental) triangle consisting of the number of reported claims during 10 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen and Verrall (2012).

Usage

data(NtriangleDCL)

Format

Matrix with dimension 10 by 10: 10 undewriting years and 10 development years.

Source

Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2012) Double Chain Ladder. Astin Bulletin, 42/1, 59-76.

Examples

data(NtriangleDCL)

Plot.triangle(NtriangleDCL, Histogram=TRUE)
Plot.triangle(NtriangleDCL)

# Classical chain ladder method
clm(NtriangleDCL)

DCL documentation built on May 5, 2022, 5:06 p.m.