Schedule P Data

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

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