GenIns: Run off triangle of accumulated general insurance claims data
Description
Run off triangle of claims data.format
A matrix with 10 accident years and 10 development years.source
TAYLOR, G.C. and ASHE, F.R. (1983) Second Moments of Estimates
of Outstanding Claims. Journal of Econometrics 23, 37-61.References
See table 1 in: Distribution-free Calculation of the
Standard Error of Chain Ladder Reserve Estimates, Thomas Mack, 1993,
ASTIN Bulletin 23, 213 - 225Examples
Run this codeGenIns
matplot(t(GenIns), type="l")
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