XtriangleBDCL: Paid data (BDCL example)

In DCL: Claims Reserving under the Double Chain Ladder Model

Paid data (BDCL example)

Description

Real motor data from a major insurer. It is a run-off (incremental) triangle consisting of the aggregated payments during 19 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen and Verrall (2013).

Usage

data(XtriangleBDCL)

Format

Matrix with dimension 19 by 19: 19 undewriting years and 19 development years.

References

Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2013) Double Chain Ladder and Bornhuetter-Fergusson. North American Actuarial Journal, 17(2), 101-113.

Examples

data(XtriangleBDCL)

Plot.triangle(XtriangleBDCL)
# Classical chain ladder method
clm(XtriangleBDCL)

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