MW2014

datasets

Various statistical methods and models which are
    typically used for the estimation of outstanding claims reserves
    in general insurance, including those to estimate the claims
    development result as required under Solvency II.

Markus Gesmann

ChainLadder

Statistical Methods and Models for Claims Reserving in General
        Insurance

MW2014 function

encoding

A matrix with 17 accident years and 17 development years.

format

<cite>Claims Run-Off Uncertainty: The Full Picture. Michael Merz, 
Mario V. Wüthrich. Swiss Finance Institute Research Paper No. 14-69. 
<url>http://ssrn.com/abstract=2524352</url>. 2014</cite>

MW2014: Run-off claims triangle

Description

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Examples