R/actuarialm.R

In ComRiskModel: Fitting of Complementary Risk Models

#' @export


	data_actuarialm<-c(22,24,25,25,27,28,29,29,29,29,30,31,31,31,31,31,31,32,32,32,32,32,32,32,33,33,33,34,34,34,34,34,34,35,35,35,35,36, 36, 36, 36, 36, 36, 36, 36, 36, 36, 36,
37,37,37,37,37,38,38,38,39,39,39,39,39,39,40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40,41, 41, 41, 41, 41, 41, 41, 41, 41, 41, 41, 41,42,42,42,42,42,42,
43,43,43,43,43, 44, 44, 44, 44, 44, 44, 44, 45, 45, 45, 45, 45, 45, 45, 45, 45, 45,46, 46, 46, 46, 46, 46,47, 47, 47, 47, 47,48, 48, 48, 48, 48, 48, 48, 48, 48, 48, 48,
49, 49, 49, 49, 49, 49, 49, 49,50, 50, 50, 50, 50, 50, 50, 50,51, 51, 51, 51, 51, 51, 51, 51,52, 52, 52, 52, 52, 52, 52, 52, 52, 52, 52, 52, 52, 52,53, 53, 53, 53, 53,
53, 53, 53, 53, 53,54, 54, 54, 54, 54, 54, 54, 54, 54, 54, 54, 54, 54,55, 55, 55, 55, 55, 55, 55, 55, 55, 55, 55,56, 56, 56, 56, 56, 56, 56, 56, 56, 56,57, 57, 57, 57,
57, 57, 57, 57, 57, 57, 57, 57, 57, 57, 57,58, 58, 58, 58, 58, 58, 58, 58, 58, 58, 58,59, 59, 59, 59, 59, 59, 59, 59, 59,60, 60, 60, 60, 60, 60, 60,61,61,62,63,64,64,64,64,
65,65,66,66,66,71,74,75,79,86)