ChainLadder (version 0.2.9)

RAA: Run off triangle of accumulated claims data

Description

Run-off triangle of Automatic Factultative business in General Liability

Usage

data(RAA)

Format

A matrix with 10 accident years and 10 development years.

References

See Also: Which Stochastic Model is Underlying the Chain Ladder Method?, Thomas Mack, Insurance Mathematics and Economics, 15, 2/3, pp133-138, 1994

P.D.England and R.J.Verrall, Stochastic Claims Reserving in General Insurance, British Actuarial Journal, Vol. 8, pp443-544, 2002

Examples

# NOT RUN {
RAA
plot(RAA)
plot(RAA, lattice=TRUE)
# }