NtriangleDCL {DCL} | R Documentation |
Number of reported claims (DCL example)
Description
Real motor data from a major insurer. It is a yearly run-off (incremental) triangle consisting of the number of reported claims during 10 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen and Verrall (2012).
Usage
data(NtriangleDCL)
Format
Matrix with dimension 10 by 10: 10 undewriting years and 10 development years.
Source
Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2012) Double Chain Ladder. Astin Bulletin, 42/1, 59-76.
Examples
data(NtriangleDCL)
Plot.triangle(NtriangleDCL, Histogram=TRUE)
Plot.triangle(NtriangleDCL)
# Classical chain ladder method
clm(NtriangleDCL)
[Package DCL version 0.1.2 Index]