Description
Identifier: schedule_p
Triangle data from Schedule P for various companies, from accident years 1988-1997. Each triangle contains 10 development lags. The lines of business included are
- Private passenger auto liability/medical
- Commercial auto/truck liability/medical
- Workers' compensation
- Medical malpractice – claims made
- Other liability – occurrence
- Product liability – occurrence
Vintages
ad0d405 (current)
Columns
lob<character> Line of business.group_code<character> NAIC company code.group_name<character> Company name.accident_year<integer> Accident year.development_year<integer> Development year.development_lag<integer> Development lag.incurred_loss<numeric> Incurred losses and allocated expenses reported at year end.cumulative_paid_loss<numeric> Cumulative paid losses and allocated expenses at year end.bulk_loss<numeric> Bulk and IBNR reserves on net losses and defense and cost containment expenses reported at year end.earned_premium_direct<numeric> Premiums earned at incurral year: direct and assumed.earned_premium_ceded<numeric> Premiums earned at incurral year: ceded.earned_premium_net<numeric> Premiums earned at incurral year: net.single<integer> 1 indicates a single entity, 0 indicates a group insurer.posted_reserve_97<numeric> Posted reserves in year 1997 taken from the Underwriting and Investment exhibit. character(0)incremental_paid_loss<numeric> Incremental paid loss.
Summary
| Name | Piped data |
| Number of rows | 77900 |
| Number of columns | 16 |
| _______________________ | |
| Column type frequency: | |
| character | 3 |
| numeric | 13 |
| ________________________ | |
| Group variables | None |
Variable type: character
| skim_variable | n_missing | complete_rate | min | max | empty | n_unique | whitespace |
|---|---|---|---|---|---|---|---|
| lob | 0 | 1 | 15 | 22 | 0 | 6 | 0 |
| group_code | 0 | 1 | 2 | 5 | 0 | 379 | 0 |
| group_name | 0 | 1 | 9 | 36 | 0 | 376 | 0 |
Variable type: numeric
| skim_variable | n_missing | complete_rate | mean | sd | p0 | p25 | p50 | p75 | p100 | hist |
|---|---|---|---|---|---|---|---|---|---|---|
| accident_year | 0 | 1 | 1992.50 | 2.87 | 1988 | 1990 | 1992.5 | 1995 | 1997 | ▇▇▇▇▇ |
| development_year | 0 | 1 | 1997.00 | 4.06 | 1988 | 1994 | 1997.0 | 2000 | 2006 | ▃▇▇▇▃ |
| development_lag | 0 | 1 | 5.50 | 2.87 | 1 | 3 | 5.5 | 8 | 10 | ▇▇▇▇▇ |
| incurred_loss | 0 | 1 | 20039.13 | 339970.95 | -12899 | 0 | 233.0 | 2500 | 11693004 | ▇▁▁▁▁ |
| cumulative_paid_loss | 0 | 1 | 16603.33 | 300789.90 | -20180 | 0 | 140.0 | 1780 | 10512108 | ▇▁▁▁▁ |
| bulk_loss | 0 | 1 | 1609.94 | 43242.69 | -32101 | 0 | 0.0 | 49 | 3830524 | ▇▁▁▁▁ |
| earned_premium_direct | 0 | 1 | 27929.30 | 443190.94 | -6518 | 21 | 736.0 | 5586 | 15065713 | ▇▁▁▁▁ |
| earned_premium_ceded | 0 | 1 | 1853.28 | 9654.34 | -6214 | 0 | 88.0 | 906 | 313122 | ▇▁▁▁▁ |
| earned_premium_net | 0 | 1 | 26076.02 | 435459.73 | -9731 | 10 | 418.0 | 3687 | 14923375 | ▇▁▁▁▁ |
| single | 0 | 1 | 0.74 | 0.44 | 0 | 0 | 1.0 | 1 | 1 | ▃▁▁▁▇ |
| posted_reserve_97 | 0 | 1 | 41175.83 | 499938.13 | 0 | 113 | 1065.0 | 6375 | 13593476 | ▇▁▁▁▁ |
| calendar_year | 0 | 1 | 1997.00 | 4.06 | 1988 | 1994 | 1997.0 | 2000 | 2006 | ▃▇▇▇▃ |
| incremental_paid_loss | 0 | 1 | 1930.80 | 56629.76 | -39688 | 0 | 0.0 | 92 | 4491070 | ▇▁▁▁▁ |
Source
Casualty Actuarial Society, http://www.casact.org/research/index.cfm?fa=loss_reserves_data