MW2014: Run-off claims triangle

Description Format Source Examples

Description

Cumulative claims development triangle

Format

A matrix with 17 accident years and 17 development years.

Source

Claims Run-Off Uncertainty: The Full Picture. Michael Merz, Mario V. Wüthrich. Swiss Finance Institute Research Paper No. 14-69. http://ssrn.com/abstract=2524352. 2014

Examples

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MW2014
plot(MW2014, lattice=TRUE)

edalmoro/ChainLadderQuantileV1 documentation built on May 29, 2019, 3:05 a.m.