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Run-off claims triangle

MW2008.Rd

Cumulative claims development triangle

Format

A matrix with 9 accident years and 9 development years.

Source

Modelling the claims development result for solvency purposes. Michael Merz, Mario V. Wüthrich. Casualty Actuarial Society E-Forum, Fall 2008.

Examples

MW2008
#>       dev
#> origin       1       2       3       4       5       6       7       8       9
#>      1 2202584 3210449 3468122 3545070 3621627 3644636 3669012 3674511 3678633
#>      2 2350650 3553023 3783846 3840067 3865187 3878744 3898281 3902425      NA
#>      3 2321885 3424190 3700876 3798198 3854755 3878993 3898825      NA      NA
#>      4 2171487 3165274 3395841 3466453 3515703 3548422      NA      NA      NA
#>      5 2140328 3157079 3399262 3500520 3585812      NA      NA      NA      NA
#>      6 2290664 3338197 3550332 3641036      NA      NA      NA      NA      NA
#>      7 2148216 3219775 3428335      NA      NA      NA      NA      NA      NA
#>      8 2143728 3158581      NA      NA      NA      NA      NA      NA      NA
#>      9 2144738      NA      NA      NA      NA      NA      NA      NA      NA
plot(MW2008, lattice=TRUE)