secura: Secura dataset

In ReIns: Functions from "Reinsurance: Actuarial and Statistical Aspects"

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 documentation built on Nov. 3, 2023, 5:08 p.m.