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MW2008

Run-off claims triangle

Description

Cumulative claims development triangle

Format

A matrix with 9 accident years and 9 development years.

Source

Modelling the claims development result for solvency purposes. Michael Merz, Mario V. Wüthrich. Casualty Actuarial Society E-Forum, Fall 2008.

Examples

MW2008
plot(MW2008, 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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