R/data.R

In rmsharp/stochasticreserver: Flexible Framework for Stochastic Reserving Models

#' B0 is a 10 x 10 matrix representing the upper triangle of a actuarial
#' development triangle used by Roger Hayne to illustrate the stochastic
#' loss reserving software in
#'
#'
#' @format A 10 x 10 numeric matrix
#' \describe{
#' \item{B0}{Development triangle.}
#' }
#' @source "A Flexible Framework for Stochastic Reserving Models" found at
#' \url{http://www.variancejournal.org/issues/07-02/123.pdf}
"B0"
#' A0 is a 10 x 10 matrix representing the upper triangle of a actuarial
#' development triangle used by Roger Hayne to illustrate the stochastic
#' loss reserving software in
#'
#'
#' @format A 10 x 10 numeric matrix
#' \describe{
#' \item{A0}{Development triangle.}
#' }
#' @source "A Flexible Framework for Stochastic Reserving Models" found at
#' \url{http://www.variancejournal.org/issues/07-02/123.pdf}
"A0"
#' dnom is count forcast for the B0 development triangle; the exposures
#' (claims) used in the denominator
#' #' @format integer vector of length 10
#' \describe{
#' \item{B0}{count forcast for the B0 development triangle.}
#' }
#' @source "A Flexible Framework for Stochastic Reserving Models" found at
#' \url{http://www.variancejournal.org/issues/07-02/123.pdf}
"dnom"
#' table_1_triangle is the development triangle from the reference article
#'
#'
#'
#' @format A 10 x 10 numeric matrix
#' \describe{
#' \item{table_1_triangle}{Development triangle.}
#' }
#' @source "A Flexible Framework for Stochastic Reserving Models" found at
#' \url{http://www.variancejournal.org/issues/07-02/123.pdf}
"table_1_triangle"