Run-off triangle of a worker's compensation portfolio of a large company

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

ABC function

A matrix with 11 accident years and 11 development years.

format

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

ABC: Run off triangle of accumulated claims data

Description

Usage

Arguments

format

source

Examples