MCLpaid

MCLincurred

Run-off triangles based on a fire portfolio

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

MCLpaid function

A matrix with 7 origin years and 7 development years.

format

<cite>Gerhard Quarg and Thomas Mack. Munich Chain Ladder. <em>Blatter DGVFM</em>. 26,
    Munich, 2004.</cite>

MCLpaid: Run off triangles of accumulated paid and incurred claims data.

Description

Usage

Arguments

format

source

Examples