Run off triangle of accumulated claim data

Run-off triangles of Personal Auto and Commercial Auto insurance.

Usage

data(auto)

Format

A list of three matrices, paid Personal Auto, incurred Personal Auto and paid Commercial Auto respectively.

Source

Zhang (2010). A general multivariate chain ladder model. Insurance: Mathematics and Economics, 46, pp. 588-599.

Examples

data(auto)
names(auto)
#> [1] "PersonalAutoPaid"     "PersonalAutoIncurred" "CommercialAutoPaid"