RAA {ChainLadder} | R Documentation |
Run-off triangle of Automatic Factultative business in General Liability
data(RAA)
A matrix with 10 accident years and 10 development years.
Historical Loss Development, Reinsurance Association of Ammerica (RAA), 1991, p.96
See Also: Which Stochastik Model is Underlying the Chain Ladder Method?, Thomas Mack, 1994, Insurance Mathematics and Economics, 15, 2/3, 133-138
P.D.England and R.J.Verrall, Stochastic Claims Reserving in General Insurance, British Actuarial Journal, Vol. 8, pp443-544, 2002
data(RAA) RAA matplot(t(RAA), type="l")