GenIns: Run off triangle of claims data.

Description Usage Format Source References Examples

Description

Run off triangle of accumulated general insurance claims data. GenInsLong provides the same data in a 'long' format.

Usage

1

Format

A matrix with 10 accident years and 10 development years.

Source

TAYLOR, G.C. and ASHE, F.R. (1983) Second Moments of Estimates of Outstanding Claims. Journal of Econometrics 23, 37-61.

References

See table 1 in: Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates, Thomas Mack, 1993, ASTIN Bulletin 23, 213 - 225

Examples

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GenIns
plot(GenIns)

plot(GenIns, lattice=TRUE)


head(GenInsLong)

## Convert long format into triangle
## Triangles are usually stored as 'long' tables in data bases
as.triangle(GenInsLong, origin="accyear", dev="devyear", "incurred claims")

edalmoro/ChainLadderQuantileV1 documentation built on Oct. 1, 2018, 12:23 a.m.