Mortgage

Development triangle of a mortgage guarantee
  business

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

Mortgage function

A matrix with 9 accident years and 9 development years.

format

<cite>Competition Presented at a London Market Actuaries Dinner,
  D.E.A. Sanders, 1990</cite>

Mortgage: Run off triangle of accumulated claims data

Description

Usage

Arguments

format

source

References

Examples