M3IR5 {ChainLadder}R Documentation

Run off triangle of claims data

Description

Run off triangle of simulated incremental claims data

Usage

data(M3IR5)

Format

A matrix with simulated incremental claims of 14 accident years and 14 development years.

Source

G. Barnett and B. Zehnwirth. Best Estimates for Reserves. Proceedings of the CAS. Volume LXXXVII. Number 167. November 2000.

Examples


M3IR5
plot(M3IR5)
plot(incr2cum(M3IR5), lattice=TRUE)

[Package ChainLadder version 0.1.2-13 Index]