Australian liabilty insurance triangles

Dataset nortritpl8800 contains claim triangles from a Norwegian non-life insurer between 1988 and 2000 for bodily injuries. nortritpl8800 is a list of 5 elements : a triangle of claim counts by the sum of reporting and valuation delay, a triangle of claim payments by the sum of reporting and valuation delay, a triangle of reported incurred claims by the sum of reporting and valuation delay, a triangle of claim payments by valuation delay, a triangle of reported incurred claims by valuation delay. Values are cumulated amounts.

Usage

#1st Line of Business
data(nortritpl8800)

Format

nortritpl8800$countbyrepdel, nortritpl8800$paidbyrepdel, nortritpl8800$incurbyrepdel contain the insurance triangles by reporting+valuation delay. nortritpl8800$paidbydel, nortritpl8800$incurbydel contains the insurance triangles by valuation delay.

References

W. Neuhaus (2004), On the Estimation of Outstanding Claims, Australian Actuarial Journal, 10, 485-518.

Examples

# (1) load of data
#


#1st Line of Business
data(nortritpl8800)