DCL (version 0.1.2)

XtrianglePrior: Paid data (adding prior knowledge example)

Description

It is a run-off (incremental) triangle consisting of the aggregated payments during 19 years. These data were used in the empirical illustration provided by Martinez-Miranda, Nielsen, Verrall and Wuthrich (2013).

Usage

data(XtrianglePrior)

Format

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

Examples

# NOT RUN {
data(XtrianglePrior)

Plot.triangle(XtrianglePrior)
# Classical chain ladder method
clm(XtrianglePrior)
# }