Appendices
Appendix A
Incurred Loss Array for the Mack (RAA AFG) data
Appendix B
ABC - Incremental paid losses triangle and exposures
Note that the exposures were not used in the chain ladder fits described here. (Since there is already a parameter to each accident year, there is little point in any case.)
Appendix C
LR high data, incremental payments, development years 0-8
LR high data, incremental payments, development years 9-17
Appendix D
Taylor-Ashe data. Incremental payments
Taylor-Ashe data. Number of claims finalized
Note that Taylor and Ashe (1983) give the data as payments per claim finalized and number of claims finalized. The original payments have been reconstructed. Note also that the number of claims finalized have not been used in the analysis here, the table is given for the sake of completeness.