M3IR5

Run off triangle of simulated incremental claims data

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

M3IR5 function

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

format

Appendix A7 in 
	<cite>B. Zehnwirth. Probabilistic Development Factor Models
	  with Applications to Loss Reserve Variability, Prediction
	  Intervals, and Risk Based Capital. <em>Casualty Actuarial
	    Science Forum.</em> Spring 1994. Vol. 2.</cite>

M3IR5: Run off triangle of claims data

Description

Usage

Arguments

format

source

Examples