XtrianglePrior | R Documentation |
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, Verrall and Wuthrich (2013).
data(XtrianglePrior)
Matrix with dimension 14 by 14: 14 undewriting years and 14 development years.
Martinez-Miranda, M.D., Nielsen, J.P., Verrall, R. and Wuthrich, M.V. (2013) Double Chain Ladder, Claims Development Inflation and Zero Claims. Scandinavian Actuarial Journal. In press.
data(XtrianglePrior) Plot.triangle(XtrianglePrior) # Classical chain ladder method clm(XtrianglePrior)
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