M3IR5 {ChainLadder} | R Documentation |
Run off triangle of simulated incremental claims data
data(M3IR5)
A matrix with simulated incremental claims of 14 accident years and 14 development years.
G. Barnett and B. Zehnwirth. Best Estimates for Reserves. Proceedings of the CAS. Volume LXXXVII. Number 167. November 2000.
M3IR5 plot(M3IR5) plot(incr2cum(M3IR5), lattice=TRUE)