ReIns: secura – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

secura

Secura dataset

Description

Automobile claims from 1988 to 2001, gathered from several European insurance companies, exceeding 1 200 000 Euro. Note that the data were, among others, corrected for inflation.

Usage

data("secura")

Format

A data frame with 371 observations on the following 2 variables:

year: Year of claim occurence.
size: Size of automobile insurance claim (in EUR).

References

Beirlant J., Goegebeur Y., Segers, J. and Teugels, J. (2004). Statistics of Extremes: Theory and Applications, Wiley Series in Probability, Wiley, Chichester.

Examples

data(secura)

# Exponential QQ-plot of Secura data
ExpQQ(secura$size)

# Pareto QQ-plot of Secura data
ParetoQQ(secura$size)

# Mean excess plot of Secura data (function of k)
MeanExcess(secura$size, k=TRUE)

# Mean excess plot of Secura data (function of order statistics)
MeanExcess(secura$size, k=FALSE)

ReIns

Functions from "Reinsurance: Actuarial and Statistical Aspects"

v1.0.10

GPL (>= 2)

Authors

Tom Reynkens [aut, cre] (<https://orcid.org/0000-0002-5516-5107>), Roel Verbelen [aut] (R code for Mixed Erlang distribution, <https://orcid.org/0000-0002-2347-9240>), Anastasios Bardoutsos [ctb] (Original R code for cEPD estimator), Dries Cornilly [ctb] (Original R code for EVT estimators for truncated data), Yuri Goegebeur [ctb] (Original S-Plus code for basic EVT estimators), Klaus Herrmann [ctb] (Original R code for GPD estimator)

Initial release

2020-05-16