auto: Run off triangle of accumulated claim data

Description Usage Format Source Examples

Description

Run-off triangles of Personal Auto and Commercial Auto insurance.

Usage

1

Format

A list of three matrices, paid Personal Auto, incurred Personal Auto and paid Commercial Auto respectively.

Source

Zhang (2010). A general multivariate chain ladder model. Insurance: Mathematics and Economics, 46, pp. 588-599.

Examples

1
2

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