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

1
2

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