Number of reported claims (DCL example)

Description

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

Usage

data(NtriangleDCL)

Format

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

Source

Martinez-Miranda, M.D., Nielsen, J.P. and Verrall, R. (2012) Double Chain Ladder. Astin Bulletin, 42/1, 59-76.

Examples

data(NtriangleDCL)

Plot.triangle(NtriangleDCL, Histogram=TRUE)
Plot.triangle(NtriangleDCL)

# Classical chain ladder method
clm(NtriangleDCL)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> library(DCL)
Loading required package: lattice
Loading required package: latticeExtra
Loading required package: RColorBrewer
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/DCL/NtriangleDCL.Rd_%03d_medium.png", width=480, height=480)
> ### Name: NtriangleDCL
> ### Title: Number of reported claims (DCL example)
> ### Aliases: NtriangleDCL
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data(NtriangleDCL)
> 
> Plot.triangle(NtriangleDCL, Histogram=TRUE)
> Plot.triangle(NtriangleDCL)
> 
> # Classical chain ladder method
> clm(NtriangleDCL)
$triangle.hat
           [,1]      [,2]     [,3]      [,4]     [,5]     [,6]     [,7]
 [1,]  6244.531  844.8308 26.86576  6.522212 2.345479 2.021918 1.670505
 [2,]  8046.444 1088.6140 34.61811  8.404252 3.022287 2.605360 2.152544
 [3,] 10008.149 1354.0156 43.05793 10.453190 3.759113 3.240541 2.677329
 [4,]  9343.862 1264.1435 40.19998  9.759364 3.509604 3.025451 2.499622
 [5,]  9594.883 1298.1044 41.27994 10.021548 3.603889 3.106730 2.566774
 [6,] 10009.521 1354.2013 43.06383 10.454623 3.759629 3.240985 2.677696
 [7,]  9942.681 1345.1584 42.77627 10.384811 3.734523 3.219343 2.659815
 [8,] 10956.537 1482.3244 47.13817 11.443752 4.115333 3.547620 2.931037
 [9,] 12030.392 1627.6076 51.75820 12.565359 4.518679 3.895324 3.218309
[10,] 10989.000 1486.7163 47.27783 11.477658 4.127526 3.558131 2.939721
          [,8]     [,9]    [,10]
 [1,] 1.027943 2.184781 3.000000
 [2,] 1.324565 2.815219 3.865676
 [3,] 1.647491 3.501563 4.808119
 [4,] 1.538140 3.269148 4.488982
 [5,] 1.579462 3.356973 4.609578
 [6,] 1.647717 3.502043 4.808778
 [7,] 1.636714 3.478657 4.776667
 [8,] 1.803610 3.833377 5.263744
 [9,] 1.980383 4.209088 5.779646
[10,] 1.808954 3.844734 5.279340

$alpha
 [1]  7135.000  9193.866 11435.310 10676.296 10963.113 11436.877 11360.506
 [8] 12518.938 13745.925 12556.030

$beta
 [1] 0.8751970027 0.1184065569 0.0037653489 0.0009141152 0.0003287286
 [6] 0.0002833802 0.0002341282 0.0001440705 0.0003062062 0.0004204625

$Fj
[1] 1.135291 1.003790 1.000917 1.000329 1.000284 1.000234 1.000144 1.000306
[9] 1.000421

> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>