auto

Run-off triangles of Personal Auto and Commercial Auto insurance.

datasets

The ChainLadder package provides various statistical
    methods which are typically used for the estimation of
    outstanding claims reserves in general insurance. The
    package has implementations of the Mack, Munich, Bootstrap, 
    multivariate, and chain-ladder factor models (CLFM), 
    as well as the loss development factor curve fitting
    methods of Dave Clark and generalised linear model
    based reserving models.

Markus Gesmann

ChainLadder

Statistical methods for the calculation of outstanding claims
        reserves in general insurance

auto function

A list of three matrices, paid Personal Auto, incurred Personal Auto and paid Commercial Auto respectively.

format

<cite>Zhang (2010). A general multivariate chain ladder model. <em>Insurance: Mathematics and Economics</em>, 46, pp. 588-599.</cite>

auto: Run off triangle of accumulated claim data

Description

Usage

Arguments

format

source

Examples