DCL (version 0.1.2)

NtriangleDCL: Number of reported claims (DCL 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 10 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen and Verrall (2012).

Usage

data(NtriangleDCL)

Format

Matrix with dimension 10 by 10: 10 undewriting years and 10 development years.

Examples

# NOT RUN {
data(NtriangleDCL)

Plot.triangle(NtriangleDCL, Histogram=TRUE)
Plot.triangle(NtriangleDCL)

# Classical chain ladder method
clm(NtriangleDCL)
# }