liab

Run-off triangles of General Liability and Auto 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

liab function

A list of two matrices, General Liability and Auto Liability respectively.

format

<cite>Braun C (2004). The prediction error of the chain ladder method applied to correlated run off triangles. <em>ASTIN Bulletin</em> 34(2): 399-423</cite>

liab: Run off triangle of accumulated claim data

Description

Usage

Arguments

format

source

Examples