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ChainLadder (version 0.1.2-8)

ABC: Run off triangle of accumulated claims data

Description

Run-off triangle of a worker's compensation portfolio of a large company

Usage

data(RAA)

Arguments

format

A matrix with 11 accident years and 11 development years.

source

B. Zehnwirth and G. Barnett. Best Estimates for Reserves. Proceedings of the CAS. Volume LXXXVII. Number 167. November 2000.

Examples

Run this code
ABC
matplot(t(ABC), type="l")

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