Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

AutoBI

Run off triangles of accumulated claim data


Description

Run-off triangles of Automobile Bodily Injury Liability.

Usage

data(AutoBI)

Format

Portfolio of automobile bodily injury liability for an experience period of 1969 to 1976. Paid Claims, Closed Claims and Reported Claim Counts respectively

Source

Berquist, J.R. and Sherman, R.E., Loss Reserve Adequacy Testing: A Comprehensive, Systematic Approach, Proceedings of the Casualty Actuarial Society, LXIV, 1977, pp.123-184.

Examples

data(AutoBI)
names(AutoBI)
AutoBI$AutoBIPaid
AutoBI$AutoBIClosed
AutoBI$AutoBIReportedCounts

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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.