| auto {ChainLadder} | R Documentation |
Run off triangle of accumulated claim data
Description
Run-off triangles of Personal Auto and Commercial Auto insurance.
Usage
data(auto)Format
A list of three matrices, paid Personal Auto, incurred Personal Auto and paid Commercial Auto respectively.
Source
Zhang (2010). A general multivariate chain ladder model. Insurance: Mathematics and Economics, 46, pp. 588-599.
Examples
data(auto)
names(auto)
[Package ChainLadder version 0.2.19 Index]