liab: Run off triangle of accumulated claim data

Description Usage Format Source Examples

Description

Run-off triangles of General Liability and Auto Liability.

Usage

1

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

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2

edalmoro/ChainLadderEDM documentation built on May 15, 2019, 1:14 p.m.