ChainLadder: MW2014 – R documentation

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MW2014

Run-off claims triangle

Description

Cumulative claims development triangle

Format

A matrix with 17 accident years and 17 development years.

Source

Claims Run-Off Uncertainty: The Full Picture. Michael Merz, Mario V. Wüthrich. Swiss Finance Institute Research Paper No. 14-69. https://www.ssrn.com/abstract=2524352. 2014

Examples

MW2014
plot(MW2014, 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