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RAA

Run off triangle of accumulated claims data

Description

Run-off triangle of Automatic Factultative business in General Liability

Usage

data(RAA)

Format

A matrix with 10 accident years and 10 development years.

Source

Historical Loss Development, Reinsurance Association of Ammerica (RAA), 1991, p.96

References

See Also: Which Stochastic Model is Underlying the Chain Ladder Method?, Thomas Mack, Insurance Mathematics and Economics, 15, 2/3, pp133-138, 1994

P.D.England and R.J.Verrall, Stochastic Claims Reserving in General Insurance, British Actuarial Journal, Vol. 8, pp443-544, 2002

Examples

RAA
plot(RAA)
plot(RAA, 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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