M3IR5

Run off triangle of simulated incremental claims data

datasets

The package provides Mack-, Munich-, Bootstrap, and
        Multivariate-chain-ladder methods, as well as the LDF Curve
        Fitting methods of Dave Clark. These methods are typically used
        in insurance claims reserving.

Markus Gesmann

ChainLadder

Mack, Bootstrap, Munich, Multivariate-chain-ladder and Clark
        methods for insurance claims reserving

M3IR5 function

A matrix with simulated incremental claims of 14 accident years and 14 development years.

format

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

M3IR5: Run off triangle of claims data

Description

Usage

Arguments

format

source

Examples