Paid data (DCL example)

Description

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

Usage

data(XtriangleDCL)

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(XtriangleDCL)
Plot.triangle(XtriangleDCL)
# Classical chain ladder method
clm(XtriangleDCL)

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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(DCL)
Loading required package: lattice
Loading required package: latticeExtra
Loading required package: RColorBrewer
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/DCL/XtriangleDCL.Rd_%03d_medium.png", width=480, height=480)
> ### Name: XtriangleDCL
> ### Title: Paid data (DCL example)
> ### Aliases: XtriangleDCL
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data(XtriangleDCL)
> Plot.triangle(XtriangleDCL)
> # Classical chain ladder method
> clm(XtriangleDCL)
$triangle.hat
          [,1]     [,2]     [,3]     [,4]      [,5]     [,6]     [,7]     [,8]
 [1,] 474795.6 444722.0 199163.3 130982.0  97913.26 55207.12 38477.59 20553.17
 [2,] 462647.7 433343.6 194067.6 127630.8  95408.11 53794.62 37493.12 20027.31
 [3,] 559306.3 523879.8 234613.2 154296.0 115341.22 65033.65 45326.36 24211.51
 [4,] 632856.8 592771.6 265465.5 174586.4 130508.95 73585.78 51286.92 27395.40
 [5,] 571976.1 535747.1 239927.8 157791.2 117954.01 66506.83 46353.13 24759.97
 [6,] 592912.0 555356.9 248709.8 163566.8 122271.45 68941.17 48049.78 25666.25
 [7,] 499342.3 467714.0 209460.0 137753.7 102975.34 58061.31 40466.87 21615.77
 [8,] 614005.2 575114.1 257557.8 169385.8 126621.33 71393.79 49759.18 26579.34
 [9,] 639425.1 598923.9 268220.7 176398.4 131863.48 74349.51 51819.22 27679.73
[10,] 684944.0 641559.6 287314.6 188955.7 141250.47 79642.24 55508.09 29650.18
          [,9]    [,10]
 [1,] 23210.93 1729.000
 [2,] 22617.07 1684.763
 [3,] 27342.33 2036.751
 [4,] 30937.94 2304.591
 [5,] 27961.71 2082.889
 [6,] 28985.19 2159.129
 [7,] 24410.93 1818.389
 [8,] 30016.35 2235.941
 [9,] 31259.04 2328.509
[10,] 33484.28 2494.270

$alpha
 [1] 1486754 1448715 1751387 1981700 1791061 1856619 1563619 1922669 2002268
[10] 2144804

$beta
 [1] 0.319350463 0.299122798 0.133958486 0.088099318 0.065857069 0.037132653
 [7] 0.025880266 0.013824193 0.015611817 0.001162936

$Fj
[1] 1.936660 1.216595 1.117086 1.078352 1.040968 1.027429 1.014261 1.015878
[9] 1.001164

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