GenIns: Run off triangle of claims data.
In edalmoro/ChainLadderQuantileV1: Statistical Methods and Models for Claims Reserving in General Insurance
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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11
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 May 29, 2019, 3:05 a.m.
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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
1 2 3 4 5 6 7 8 9 10 11 | 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")
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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