Description Usage Format Source References Examples
Data on major insurance claims due to fires in Denmark, 1980–1990. The values of the claims have been rescaled for commercial reasons.
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An irregular time series.
Embrechts, P., Kluppelberg, C. and Mikosch, T. (1997) Modelling Extremal Events for Insurance and Finance. Berlin: Springer.
Davison, A. C. (2003) Statistical Models. Cambridge University Press. Page 278.
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