MCLpaid {ChainLadder}R Documentation

Run off triangles of accumulated paid and incurred claims data.

Description

Run-off triangles based on a fire portfolio

Usage

data(MCLpaid)
data(MCLincurred)

Format

A matrix with 7 origin years and 7 development years.

Source

Gerhard Quarg and Thomas Mack. Munich Chain Ladder. Blatter DGVFM. 26, Munich, 2004.

Examples

MCLpaid
MCLincurred
op=par(mfrow=c(2,1))
plot(MCLpaid)
plot(MCLincurred)
par(op)

[Package ChainLadder version 0.2.12 Index]