UKMotor {ChainLadder}R Documentation

UK motor claims triangle

Description

Triangle of cumulative claims payments for four origin (accident) years over time (development years).

Usage

data("UKMotor")

Format

A matrix with 7 accident years and 7 development years.

Source

https://www.actuaries.org.uk/system/files/documents/pdf/crm2-D5.pdf

References

Stavros Christofides. Regression models based on log-incremental payments. Claims Reserving Manual. Volume 2 D5. September 1997

Examples

data(UKMotor)
plot(UKMotor)
MackChainLadder(UKMotor, est.sigma="Mack")

[Package ChainLadder version 0.2.12 Index]