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auto

Run off triangle of accumulated claim data

Description

Run-off triangles of Personal Auto and Commercial Auto insurance.

Usage

data(auto)

Format

A list of three matrices, paid Personal Auto, incurred Personal Auto and paid Commercial Auto respectively.

Source

Zhang (2010). A general multivariate chain ladder model. Insurance: Mathematics and Economics, 46, pp. 588-599.

Examples

data(auto)
names(auto)
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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