M3IR5

<p>Run off triangle of simulated incremental claims data</p>

datasets

Various statistical methods and models which are
typically used for the estimation of outstanding claims reserves
in general insurance, including those to estimate the claims
development result as required under Solvency II.

Markus Gesmann

ChainLadder

Statistical Methods and Models for Claims Reserving in General
Insurance

Daniel Murphy

Yanwei (Wayne) Zhang

Alessandro Carrato

Giuseppe Crupi

Christophe Dutang

Arnaud Lacoume

Arthur Charpentier

Mario Wuthrich

Fabio Concina

Eric Dal Moro

Yuriy Krvavych

Vincent Goulet

Marco De Virgilis

M3IR5 function

<p>A matrix with simulated incremental claims of 14 accident years and 14 development years.</p>

Format

Run off triangle of claims data — M3IR5

Run off triangle of claims data

M3IR5: Run off triangle of claims data

Description

Usage

Arguments

Format

Examples