ppauto: Private passenger auto laibility and medical loss reserve...

Description Usage Format Examples

Description

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

Usage

1

Format

A data frame with 14600 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_B

Incurred losses and allocated expenses at year end

CumPaidLoss_B

cumulative paid losses and defense and cost containment expenses at year end

BulkLoss_B

Bulk and IBNR reserves on net losses and defense and cost containment expenses reported at year end

EarnedPremDIR_B

direct and assumed premiums earned at incurral year

EarnedPremCeded_B

ceded premiums earned at incurral year

EarnedPremNet_B

net premiums earned at incurral year

Single

factor for determining if entity is a single insurer (1) or a group insurer (0)

PostedReserve97_B

posted reserves in year 1997 taken from the Underwriting and Investment Exhibit - Part 2A, including net losses unpaid and unpaid loss adjustment expense

Examples

1

merlinoa/casdata documentation built on May 22, 2019, 6:52 p.m.