loss: LOSS and ALAE Insurance Data
In copula: Multivariate Dependence with Copulas
loss R Documentation
LOSS and ALAE Insurance Data
Description
Indemnity payment and allocated loss adjustment expense from an insurance
company.
Usage
data(loss, package="copula")
Format
A data frame with 1500 observations of the following 4 variables:
lossa numeric vector of loss amount up to the limit.
alaea numeric vector of the corresponding allocated loss
adjustment expense.
limita numeric vector of limit (-99 means no limit).
censored1 means censored (limit reached) and 0 otherwise.
References
Frees, E. and Valdez, E. (1998). Understanding relationships using
copulas. North American Actuarial Journal 2, 1–25.
Examples
data(loss)
copula documentation built on April 3, 2025, 8:50 p.m.
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| loss | R Documentation |
LOSS and ALAE Insurance Data
Description
Indemnity payment and allocated loss adjustment expense from an insurance company.
Usage
data(loss, package="copula")Format
A data frame with 1500 observations of the following 4 variables:
lossa numeric vector of loss amount up to the
limit.alaea numeric vector of the corresponding allocated loss adjustment expense.
limita numeric vector of limit (-99 means no limit).
censored1 means censored (limit reached) and 0 otherwise.
References
Frees, E. and Valdez, E. (1998). Understanding relationships using copulas. North American Actuarial Journal 2, 1–25.
Examples
data(loss)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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