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genedan / cl-practitioners-guide

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Copyrighted material #27

Closed genedan closed 4 months ago

genedan commented 4 months ago

I know we have some triangles that come from other sources, what are your thoughts on this?

kennethshsu commented 4 months ago

I don't think the data is copyrighted is it? The only "data" that I used is the raa and clrd, both are heavily used in other CAS papers already.

I think we can answer no for this one.

genedan commented 4 months ago

Assigning @jbogaardt for citations.

kennethshsu commented 4 months ago

I think the clrd is from Loss Reserving Data Pulled from NAIC Schedule P by Glenn G. Meyers, PhD, FCAS and Peng Shi, PhD, ASA. Link. I couldn't find the exact dataset though.

raa is from Which Stochastic Model is Underlying the Chain Ladder Method?, Thomas Mack, PhD, 1994