ChainLadder (version 0.1.2-8)

MCLpaid: Run off triangles of accumulated paid and incurred claims data.

Description

Run-off triangles based on a fire portfolio

Usage

data(MCLpaid)
data(MCLincurred)

format

A matrix with 7 origin years and 7 development years.

source

Gerhard Quarg and Thomas Mack. Munich Chain Ladder. Blatter DGVFM. 26, Munich, 2004.

Examples

MCLpaid
MCLincurred
op=par(mfrow=c(2,1))
matplot(t(MCLpaid), type="l")
matplot(t(MCLincurred), type="l")
par(op)