XtriangleDCL {DCL}

Paid data (DCL example)

Description

Real motor data from a major insurer. It is a yearly run-off (incremental) triangle consisting of the aggregated payments during 10 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen and Verrall (2012).

Usage

data(XtriangleDCL)

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(XtriangleDCL)
Plot.triangle(XtriangleDCL)
# Classical chain ladder method
clm(XtriangleDCL)