Singapore general liability triangles

sgautoprop9701 is a data report incremental payments from a portfolio of automobile policies for a Singapore property and casualty (general) insurer for years 1997-2001. Payments are for third party property damage from comprehensive insurance policies. All payments have been deflated using a Singaporean consumer price index, so they are in constant dollars.

sgautoBI9301 contains incremental payments from a portfolio of automobile policies for a Singapore property and casualty (general) insurer for years 1993-2001. Payments, deflated for inflation, are for third party injury from comprehensive insurance policies.

Usage

data(sgautoprop9701)
data(sgautoBI9301)

Format

sgautoprop9701 and sgautoBI9301 are two matrices containing insurance triangles.

Source

Freesbook-RMAFA

References

Frees, E.W. (2010), Regression modelling with actuarial and financial applications, Cambridge University Press, doi:10.1017/CBO9780511814372 .

Frees, E.W., and E. Valdez (2008). Hierarchical insurance claims modeling, Journal of the American Statistical Association 103, 1457-1469, doi:10.1198/016214508000000823 .

Examples

# (1) load of data
#
data(sgautoprop9701)
data(sgautoBI9301)