Run off triangles of accumulated paid and incurred claims data.

Run-off triangles based on a fire portfolio

Usage

data(MCLpaid)
data(MCLincurred)

Format

A matrix with 7 origin years and 7 development years.

Source

Gerhard Quarg and Thomas Mack. Munich Chain Ladder. Blatter DGVFM. 26, Munich, 2004.

Examples

MCLpaid
#>       dev
#> origin    1    2    3    4    5    6    7
#>      1  576 1804 1970 2024 2074 2102 2131
#>      2  866 1948 2162 2232 2284 2348   NA
#>      3 1412 3758 4252 4416 4494   NA   NA
#>      4 2286 5292 5724 5850   NA   NA   NA
#>      5 1868 3778 4648   NA   NA   NA   NA
#>      6 1442 4010   NA   NA   NA   NA   NA
#>      7 2044   NA   NA   NA   NA   NA   NA
MCLincurred
#>       dev
#> origin    1    2    3    4    5    6    7
#>      1  978 2104 2134 2144 2174 2182 2174
#>      2 1844 2552 2466 2480 2508 2454   NA
#>      3 2904 4354 4698 4600 4644   NA   NA
#>      4 3502 5958 6070 6142   NA   NA   NA
#>      5 2812 4882 4852   NA   NA   NA   NA
#>      6 2642 4406   NA   NA   NA   NA   NA
#>      7 5022   NA   NA   NA   NA   NA   NA
op=par(mfrow=c(2,1))
plot(MCLpaid)
plot(MCLincurred)

par(op)