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Illustrative dataset provided by the major insurance company in the Czech Republic. The dataset contains large risks insurance portfolio in the Czech Republic and it covers usually commercial business and allows mainly for damages on varios property types caused by fire, flood, windstorm, explosion, and others.

Usage

data(CZ.property)

Format

CZ.property

Two run-off triangles (objects of the class triangle) with the dimensions 17x17 with 17 origin years (from the period 2003 – 2019) and 17 development periods (years again).

origin

matrix rows with the occurrence year (origin)

dev

matrix columns with the development period (development)

Source

An anonymous major insurance company in the Czech Republic.

Details

The data are structured in the the list object CZ.property with two elements within the list—the run-off triangle GrossPaid containing cumulative amounts of gross paid claims and the run-off triangle RBNS with the cummulative amounts of the RNNS reserve. The amounts of given in thousands of the Czech crows (CZK).

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