ChainLadder (version 0.1.1-3)

Mortgage: Run off triangle of accumulated claims data

Description

Development triangle (accumulated figures) of a mortgage guarantee business

Usage

data(Mortgage)

format

A matrix with 9 accident years and 9 development years.

source

Competition Presented at a London Market Actuaries Dinner, D.E.A. Sanders, 1990

References

See table 4 in: Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates, Thomas Mack, 1993, ASTIN Bulletin 23, 213 - 225

Examples

data(Mortgage)
Mortgage
matplot(t(Mortgage), type="l")