Run-off triangle of Automatic Factultative business in General Liability

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

RAA function

A matrix with 10 accident years and 10 development years.

format

<cite>Historical Loss Development, <em>Reinsurance Association of Ammerica
    (RAA)</em>, <b>1991</b>, p.96</cite>

RAA: Run off triangle of accumulated claims data

Description

Usage

Arguments

format

source

References

Examples