GenIns {ChainLadder} | R Documentation |
Run off triangle of claims data.
data(GenIns)
A matrix with 10 accident years and 10 development years.
TAYLOR, G.C. and ASHE, F.R. (1983) Second Moments of Estimates of Outstanding Claims. Journal of Econometrics 23, 37-61.
See table 1 in: Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates, Thomas Mack, 1993, ASTIN Bulletin 23, 213 - 225
GenIns matplot(t(GenIns), type="l")