liab {ChainLadder} | R Documentation |
Run off triangle of accumulated claim data
Description
Run-off triangles of General Liability and Auto Liability.
Usage
data(auto)
Format
A list of two matrices, General Liability and Auto Liability respectively.
Source
Braun C (2004). The prediction error of the chain ladder method applied to correlated run off triangles. ASTIN Bulletin 34(2): 399-423
Examples
data(liab)
names(liab)
[Package ChainLadder version 0.2.19 Index]