Norwegian fire insurance data
Fire insurance claims for a Norwegian insurance company for the period 1972 to 1992 as studied in Beirlant et al. (1996).
A priority of 500 units was in force.
data("norwegianfire")A data frame with 9181 observations on the following 2 variables:
sizeSize of fire insurance claim (in 1000 NOK).
yearYear of claim occurence (expressed as yy instead of 19yy).
Beirlant, J., Teugels, J. L. and Vynckier, P. (1996). Practical Analysis of Extreme Values, Leuven University Press.
Beirlant J., Goegebeur Y., Segers, J. and Teugels, J. (2004). Statistics of Extremes: Theory and Applications, Wiley Series in Probability, Wiley, Chichester.
data(norwegianfire) # Exponential QQ-plot for Norwegian Fire Insurance data for claims in 1976. ExpQQ(norwegianfire$size[norwegianfire$year==76]) # Pareto QQ-plot for Norwegian Fire Insurance data for claims in 1976. ParetoQQ(norwegianfire$size[norwegianfire$year==76])
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