NtriangleBDCL: Number of reported claims (BDCL example)
Description
Real motor data from a major insurer.
It is a yearly run-off (incremental) triangle consisting of the number of reported claims during 19 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen and Verrall (2013).
Usage
data(NtriangleBDCL)
Arguments
Format
Matrix with dimension 19 by 19: 19 undewriting years and 19 development years.
References
Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2013) Double Chain Ladder and Bornhuetter-Fergusson. North American Actuarial Journal, 17(2), 101-113.