casdata: loss data available on CAS website

Data from the NAIC schedule P. Data collected and cleaned by Glenn G. Meyers and Peng Shi. The data set is freely available at http://www.casact.org/research/index.cfm?fa=loss_reserves_data

comauto

A data frame with 15800 observations and 13 variables:

GRCODE: NAIC company code (includes insurer groups and single insurers)
GRNAME: NAIC company name (includes insurer groups and single insurers)
AccidentYear: year in which accidents occurred
DevelopmentYear: year of evaluation
DevelopmentLag: Years of development (AccidentYear - DevelopmentYear + 1)
IncurLoss_C: Incurred losses and allocated expenses at year end
CumPaidLoss_C: cumulative paid losses and defense and cost containment expenses at year end
BulkLoss_C: Bulk and IBNR reserves on net losses and defense and cost containment expenses reported at year end
EarnedPremDIR_C: direct and assumed premiums earned at incurral year
EarnedPremCeded_C: ceded premiums earned at incurral year
EarnedPremNet_C: net premiums earned at incurral year
Single: factor for determining if entity is a single insurer (1) or a group insurer (0)
PostedReserve97_C: posted reserves in year 1997 taken from the Underwriting and Investment Exhibit - Part 2A, including net losses unpaid and unpaid loss adjustment expense