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

UKMotor

UK motor claims triangle

Description

Triangle of cumulative claims payments for four origin (accident) years over time (development years).

Usage

data("UKMotor")

Format

A matrix with 7 accident years and 7 development years.

Source

References

Stavros Christofides. Regression models based on log-incremental payments. Claims Reserving Manual. Volume 2 D5. September 1997

Examples

data(UKMotor)
plot(UKMotor)
MackChainLadder(UKMotor, est.sigma="Mack")
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.