DCL (version 0.1.2)

XtriangleDCL: Paid data (DCL example)

Description

Real motor data from a major insurer. It is a yearly run-off (incremental) triangle consisting of the aggregated payments during 10 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen and Verrall (2012).

Usage

data(XtriangleDCL)

Format

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

Examples

# NOT RUN {
data(XtriangleDCL)
Plot.triangle(XtriangleDCL)
# Classical chain ladder method
clm(XtriangleDCL)
# }