GFCIB {ProfileLadder}R Documentation

Guarantee Fund of the Czech Insurers' Bureau Data

Description

Illustrative datasets provided by the Guarantee Fund of the Czech Insurers' Bureau (GFCIB) for the mandatory car insurance in the Czech Republic. The quarterly based payments are aggregated in four run-off triangles with the paid amounts for four separate lines of business: bodily injury, material damage, technical provision, and annuities.

Usage

data(GFCIB)

Format

GFCIB

Four data matrices of the dimensions 60x60 of a class triangle with 15 origin years (provided on a quarterly basis in individual rows) and 60 development periods/quartals (columns)

origin

matrix rows with the occurrence quartal (origin)

dev

matrix columns with the development period (development)

Details

The data are structured in the the list object GCCIB with four elements—one for each line of business: \$bodilyInjury, \$materialDamage, \$provisions, and \$annuity. The run-off triangles are all aggregated over the period from the first quartal of 2008 (Q1) till the last quartal of 2022 (Q4).

Source

The Czech Insurers’ Bureau https://www.ckp.cz


[Package ProfileLadder version 0.1.3 Index]