MCLpaid {ChainLadder} | R Documentation |
Run-off triangles based on a fire portfolio
data(MCLpaid) data(MCLincurred)
A matrix with 7 origin years and 7 development years.
Gerhard Quarg and Thomas Mack. Munich Chain Ladder. Blatter DGVFM. 26, Munich, 2004.
MCLpaid MCLincurred op=par(mfrow=c(2,1)) matplot(t(MCLpaid), type="l") matplot(t(MCLincurred), type="l") par(op)