DCL (version 0.1.2)

NtrianglePrior: Number of reported claims (adding prior knowledge example)

Description

It is a yearly run-off (incremental) triangle consisting of the number of reported claims during 14 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen, Verrall and Wuthrich (2013).

Usage

data(NtrianglePrior)

Format

Matrix with dimension 14 by 14: 14 undewriting years and 14 development years.

Examples

# NOT RUN {
data(NtrianglePrior)

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

# Classical chain ladder method
clm(NtrianglePrior)
# }