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ABC

Run off triangle of accumulated claims data

Description

Run-off triangle of a worker's compensation portfolio of a large company

Usage

data(ABC)

Format

A matrix with 11 accident years and 11 development years.

Source

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

Examples

ABC
plot(ABC)
plot(ABC, lattice=TRUE)
ChainLadder

Statistical Methods and Models for Claims Reserving in General Insurance

v0.2.12
GPL (>= 2)
Authors
Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei (Wayne) Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [ctb], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut], Eric Dal Moro [aut], Yuriy Krvavych [ctb], Vincent Goulet [ctb], Marco De Virgilis [ctb]
Initial release
2021-01-05

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