Run off triangle of claims data
Run off triangle of simulated incremental claims data
data(M3IR5)
A matrix with simulated incremental claims of 14 accident years and 14 development years.
Appendix A7 in B. Zehnwirth. Probabilistic Development Factor Models with Applications to Loss Reserve Variability, Prediction Intervals, and Risk Based Capital. Casualty Actuarial Science Forum. Spring 1994. Vol. 2.
M3IR5 plot(M3IR5) plot(incr2cum(M3IR5), lattice=TRUE)
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