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ChainLadder (version 0.2.19)

Mortgage: Run off triangle of accumulated claims data

Description

Development triangle of a mortgage guarantee business

Usage

data(Mortgage)

Arguments

Format

A matrix with 9 accident years and 9 development years.

References

See table 4 in: Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates, Thomas Mack, 1993, ASTIN Bulletin 23, 213 - 225

Examples

Run this code
Mortgage
Mortgage
plot(Mortgage)
plot(Mortgage, lattice=TRUE)

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